I am still very much a novice but from what I understand the word 'nephew' has multiple options depending on family relationship i.e. specific words exist for the children of you mothers siblings, and the children of your fathers siblings. Where I am there are specific words for uncles older than my father, uncles younger than my father, etc., etc. It gets quite complex.
Yes, several. Believe me, you DON"T want to know, maamaa ji :)
This one was a little confusing for me. I think adding "है" as "is" would help with the sentence to make more sense like "राज है जूलिया की बहन का बेटा है।/Raj hai Julia ki bahan ki beti hai." or "Raj is Julia's sister's son" or maybe we could say "Julia's sister's son is Raj"