In the Name of Allah, the Inspirer of Truth.
Assalamu Alaikum Warahmatullahi Wabarakatuh

A female can make HajjUmrah with her husband or Mahram*. These are legal Mahrams according to Shariah: A nephew (brother's son or sister's son) and step-brother or stepsister's son . However husband's nephew, are not valid Mahrams hence one cannot undertake a Sharee' journey with them e.g. HajjUmrah.

*mahram - i.e. A male relative with whom Nikah is never valid. For example, father, brother, son, paternal and maternal uncles etc.

And Allah knows Best
Wa Alaykumussalaam Wa Rahmatullahi Wa Barakatuh