I would be worried. I would talk to him about it, and if he continues to insist he doesn't do drugs/drink, then just calmly tell him that you're worried, and how dangerous it is. If you show genuine concern to him, he's more likely to reach out for you when/if he really does need help. It's possible though that your cousins girlfriend is just doing this to get back at him because they had a fight or whatnot.
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Her favorite song will say more about her
than her lips ever will ♥