I would say that you've done what you can do.  You've confronted the relative, and they've denied any wrong doing.  The only other thing I'd say to them, if you haven't already, is that living together gives the appearance of a scandal being committed.  

Anyone who knows they're living together without being married, naturally assumes they are committing fornication.  Period.  Obviously, most people also don't care and think there's nothing wrong with it.

Maybe pass along a Catechism or some other Catholic teaching about giving the appearance of scandal as you are now obligated to treat what your relative has told you as if you believe it's the truth.  It used to be understood that giving the appearance of scandal was just as bad as giving scandal.  

Other than that....you can suggest confession....although that's the priest's task also to inform the bride and groom to make their peace with God before making vows...If the wedding is Catholic, I'd go and wish them the best.  There's still hope while one is still living.

God Bless,
MrsZ