What is the relation to you of the niece of your uncle through marriage?

Your uncle through marriage is the husband of your aunt, the sister of your father or mother. All of your aunt's nieces (the daughters of her siblings) are also his nieces. So you (if your are female) and our sisters are nieces of your uncle through marriage, as are the other daughters of the siblings of your parents.

Also, your uncle through marriage has nieces who are the daughters of his bothers and sisters. They are not related to you because you do not share any ancestor with them.