In my perception only "im Urlaub" is commonly in use. One other two variants may very well be legit. But I don't know any person stating "in Urlaub" and I'd say "auf Urlaub" is simply slang. Observe along with the video clip under to view how to set up our https://bihlmayermedia-bilder.com/urlaub/wir-sind-im-urlaub/