In My notion only "im Urlaub" is commonly in use. One other two variants may be legit. But I do not know any person saying "in Urlaub" and I would say "auf Urlaub" is simply slang. Abide by combined with the online video underneath to find out how to setup https://bihlmayermedia-bilder.com/urlaub/wir-sind-im-urlaub/