Also, I realize that Blueblood and Cadence are technically cousins, BUT Cadence is adopted and spent most of her childhood not as part of the royal family and I don’t consider Blueblood to actually be Celestia’s nephew. I consider him to be a distant relative that is referred to as a nephew because it’s the closest they could get. Also, Winter is adopted.
So if they are in any way related, they would be at least twice-adopted second cousins three times removed