In my perception only "im Urlaub" is commonly in use. One other two variants could possibly be legit. But I don't know any one declaring "in Urlaub" and I would say "auf Urlaub" is simply slang. "In Urlaub" as in already staying there, appears wholly Mistaken in Higher-Austrian, but I https://bihlmayermedia-bilder.com/urlaub/wir-sind-im-urlaub/