brother b1 and sister s1 from family 1, with parents g1
brother b2 and sister s2 from family 2, with parents g2
s1 has child x with b2 - x has grandparents g1, g2
s2 has child y with b1 - y has grandparents g1, g2
x and y are cousins, and also share the same 2 pairs of grandparents :-)
Those are "double first cousins". I even have some triple cousins in my tree, where three siblings from one family married three siblings from another family.