Colloquial term for relationship between postdoc and phd with same advisor
I don't think there is any specific word for this.

In my experience, the "family" analogy (sibling, grandparent, uncle, etc) is only ever used for relationships defined in terms of the PhD advisor/student relationship.  I've never heard anything similar used for advisor/postdoc or any other type of academic relationship.

I think you just have to spell it out.  "He and I both worked with X; I was X's student and he was her postdoc."