I can totally sympathize OP, I bought my sister in law and ps3 back when ARR launched and literally told her I was only buying it for her so she'd play with me and my hubby on our Server. Yeaaaaah needless to say she went to a completely different server and never played with us but yet will complain randomly how she doesn't have anyone to do endgame with -_-

So my advice would be 2 things:
1. Ask your nephew straight out (without letting emotions get in the way) if he genuinely wants to level & spend time with you. Sometimes people get caught up in their own worlds & don't realize stuff like that.

2. If you are actually having fun playing FFXIV & it's not just a tool to spend time with family then try joining a Linkshell or Free Company. I can definitely see leveling alone as off putting & that's why it doesn't hurt to branch out & try to find like minded players. My hubby & I managed to meet some great people and started a small FC, we all play at the same pace & have fun together taking down content and leveling jobs.

Either way hope things work out for you OP