If you mean your grandmother's first cousin then I believe her granddaughter would be your third cousin. You would share the same set of great great grandparents.

Not everyone came via Ellis island, and also it will depend on the dates, castle gardens is one site but there are many other ports of entry, including Canada and border crossings.
If it was me I would look for his naturlisation record, which is likely to give you more details about his birth place rather than just "Germany" and whatever other real records that you can get in the USA before you go searching whole countries which you have no clue where or how the record system works without more detailed information from primary records you will not get any further

Add www.germanroots.com/passengers.html

How closely related to me is this person: my grandfather's sister's husband's brother's son.
In other words, the son of the man who is the brother of the man who married my grandfather's sister.
Whichever one makes more sense.

Also, what are they? My great cousin or something?