What should I do concerning my brother’s daughters and his wife, who listen to music, despite my repeated attempts to stop them and my informing them that I used to listen to it and regretted it?

If singing is forbidden, then you did well to object to them, and they were mistaken in their argument based on your previous listening before repentance. If it is your house, prevent them; otherwise, do not sit with them while they are listening. Continue to advise them gently, choose the appropriate time, be patient with their harm, and supplicate frequently for their guidance. If advice does not work and you hope that shunning them will benefit them, then shun them; otherwise, it is better not to shun.