Many times I come across the wrong usage “cousin brother” or “cousin sister”. There are cousins and not “cousin brother” or “cousin sister”. It is too bad when such usage appears on newspapers or TV channels.
Those who have same grandparents but different parents are first cousins. Those who have same great grandparents but different parents and grandparents are second cousins. So it goes on.
Many languages do not have the word for cousins.