אחיין, אחיינית
Brother is אָח (ahkh); sister is אָחוֹת (ah-KHOHT). I would rate these as Level 2 words for Ulpan La-Inyan.
Nephew is אַחְיָן (ahkh-YAHN), and niece is אַחְיָנִית (ahkh-yah-NEET). These are more likely to be encountered in a Level 3 or Level 4 discussion.
For example, I would say, יֵשׁ לִי אחיינית חֲדָשָׁה (yesh lee ahkh-yah-NEET hah-dah-SHAH) - I have a new niece.