Oh, thats terrible :(
I also have two young cousins who I loved spending time with and playing with since they were born - I was the 'cool older cousin'. After their parents got divorced a few years ago, their mother, who has custody, went crazy evangelical christian, and started really emotionally abusing the kids, telling them they were posessed by the devil etc. I haven't seem them in a few years, I can no longer stand looking into their eyes, all I can see is pain.
I did struggle with this for quite a while, wanting to jump in and help them, but the reality of the situation is that there isn't anything I can do, so I am just going to set an example for them and hope that when they are older they will be curious and want to reestablish contact.
If they are in their teens, give them your email, perhaps stay in touch and you'll have a chance to help guide them through the transition away from their family if they want it when they are older.
I really wish I had a more satisfying answer for you.