Your daughter and your niece's daughter are first cousins, once removed.
Some nieces of sisters are related to each other and some are not. Your niece is the daughter of your brother or sister (your siblings). If you have more than two siblings and at least two of them have daughters, those daughters are your nieces and they are first cousins to each other. You can also have a niece who is the daughter of a sibling of your spouse. If two sisters have nieces who are daughters of their spouse's siblings, those nieces are not related to each other (unless the spouses are related to each other, as when two brothers marry two sisters)
Grand niece.
Great-niece.
your 2nd niece...!
Your daughter and your niece's child are 1st cousins once removed.
My niece's daughter is my great niece.
Your mother's sister-in-law is either the wife of her brother (your uncle), or your father's sister (your aunt). The niece of your uncle's wife is not related to you, unless she is you, your sister, or a girl cousin who is the daughter of another of your mother's brothers or sisters. The niece of your father's sister is you, your sister, or the daughter of another of your father's brother's or sisters. If your father's sister is married, she may have nieces who are the daughters of her husband's brothers or sisters. Those nieces are not related to you.
No he did not. I am one of his grand nieces. He had one daughter.
They are 2nd cousins.
Your niece's daughter is your grand niece, or, as some would say, your great niece.
your 2nd niece...!
They are not related.