In My notion only "im Urlaub" is often in use. Another two variants could 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 currently staying there, appears wholly Erroneous in Upper-Austrian, but I do not https://bihlmayermedia-bilder.com/urlaub/wir-sind-im-urlaub/