A gas turbine nozzle segment has outer and inner bands. Each band includes a side wall, a cover and an impingement plate between the cover and nozzle wall defining two cavities on opposite sides of the impingement plate. Cooling steam is supplied to one cavity for flow through apertures of the impingement plate to cool the nozzle wall. The side wall of the band and inturned flange define with the nozzle wall an undercut region. The inturned flange has a plurality of apertures for directing cooling steam to cool the side wall between adjacent nozzle segments.