In my notion only "im Urlaub" is often in use. Another two variants could be legit. But I don't know any individual stating "in Urlaub" and I'd personally say "auf Urlaub" is just slang. "In Urlaub" as in currently remaining there, looks entirely wrong in Higher-Austrian, but I do not https://bihlmayermedia-bilder.com/urlaub/wir-sind-im-urlaub/