Cousin is used for both brother and sister. Hence, it leads to confusion unless specified, and it needs an extra word/words. To avoid this and to be gender specific, cousin sister (likewise, cousin brother) can be used.
'Cousin sister ' (likewise, cousin brother) is widely used in Andhra Pradesh and other states of India. Examples: My cousin sister lives in the UK. Her cousin sister has brought her a present. His cousin sister is sick.