In Thai, you use the same word for grandchildren, nephews, and nieces. The base word is หลาน (lăan) meaning nephews, nieces, and grandchildren. But you can also specify the gender as I explain below.

Grandson, nephew in Thai

In Thai to specify a male, you use ชาย (chaai). So grandson and nephew is หลานชาย (lăan chaai).

Granddaughter, Niece in Thai

In Thai to specify a girl, you use สาว (săao). So granddaughter and niece is หลานสาว (lăan săao).