Clarification/Follow-up by Jim.McGinness on 05/13/06 8:58 pm:
Your family may refer to this relation as a "nephew", but it sounds like he's actually a "first cousin once removed". The common ancestors between your sister and her fiance are your grandparents and his great-grandparents, right?

That's not a degree of consanguinity to be overly concerned about, but there may be all sorts of other reasons for your family to be opposed to the match.

Your sister and "nephew" have made it clear that getting married has a higher priority than any criticism from the family, much less what a religion that they haven't even studied says. I doubt you'll get them to reconsider based on doctrine.