Closeness is an important aspect of being human, and you should embrace your familial connections before you are confronted with the thought of a dying relative, the death of a dead relative, a dead cousin, etc.
If you have a dream about a dying relative it means you are worried about the health of that relative or their wellbeing. You have probably had a lot of contact with this relative recently and have seen them getting into all kinds of trouble and hurting themselves. This is not the time and unfortunately you need to spend a lot of time with them and making sure that they do not hurt themselves rather than going out and having fun with them. If you have a dream in which you see a relative dying it means that you need to spend more time with them and make sure that they are well taken care of otherwise you will continue to have these horrific dreams and you will be obsessed with their health.
If you have a dream about the death of a dead relative it means that your mind is probably focused on that relative. Usually when this happens it is when you need some advice. You see your relative dying because you are mourning the death of your relative and are wishing they were there to tell you what to do or how to act. You need some guidance in life and one of the relatives that you are seeing as dead was a relative that you know could have helped you when they were still alive. Another possibility is that they have just been on your mind recently because you love them and miss them and wish they were there to be with you. You have been thinking about them recently and this is normal. You need to remember that it is normal and that they can be of help to you whenever you need the assistance. Relatives never die to you as long as they live on in your memory.