May be I will never understand...

its bit grey area, but i have seen people fancy each other while calling sister and brother in such islamic scenarios. what i notice some start calling /addressing each other like in full ie "Sister in Islam" and "Brother in Islam" making sure they are not calling them just sister and brother.... :)

for cousins, I say it depends what kind of feeling one have towards specific cousins. while calling me "bhai" two of my cousins wanted to get married to me, and one of them had a short affair with me.