All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger. We ask Allaah to exalt his mention as well as that of his family and all his companions.
Cousins are totally marriageable persons. So, they should be treated as so, and all the rulings of such persons apply to them.
Male and female cousins are not allowed to look at each other or intermix with each other after puberty. Considering them as brothers or sisters or treating them as blood relatives does not change the ruling. Islam does not prevent one from being kind with his relatives or helping them, rather it encourages doing so. But it does not approve of unlawful acts in the process. So, your friend should repent for mixing with his female cousins and should immediately distance himself from them.
Getting married to one's cousins is allowed. For details read our Fataawa: 83209 and 88637.
Allaah knows best.