In My notion only "im Urlaub" is usually in use. The opposite two variants can be legit. But I don't know anybody saying "in Urlaub" and I might say "auf Urlaub" is just slang. "In Urlaub" as in by now getting there, seems fully Improper in Higher-Austrian, but I don't https://bihlmayermedia-bilder.com/urlaub/wir-sind-im-urlaub/