I am so sorry to hear about your nephew.
I was in the States when my sister died (in the UK) and I missed her funeral and I know this must be such a hard time for you.
It is important that you are able to grieve too as well as the family that are there. For me it felt very unreal because no one around me knew her.
I would suggest that whenever you get chance, talk to people about your nephew. If there is a bereavement group nearby, then pop along for a cup of tea.
If you can't share your nephew's memorial/funeral, then create your own time for remembrance (a beautiful flower in a vase, raise a glass to him, play his favourite piece of music - whatever you feel is right).