My Neice is a cutter but is terrified to tell her Dad?

This is an extremely serious psychological condition not to be taken lightly. She needs help, and if the best way to get her that help is to talk to her father, that is what you should do. I've listed some websites that deal with the issue, and one that deals specifically with helping family understand the problem. You could also talk to other family members who you trust who could then join you in talking to your brother. It is possible that when they move, your niece's self-injurious behavior will increase, so I would urge you to do what you can for her.