In My notion only "im Urlaub" is usually in use. The other two variants may be legit. But I do not know anyone saying "in Urlaub" and I might say "auf Urlaub" is just slang. Abide by combined with the online video beneath to see how to put in our https://bihlmayermedia-bilder.com/urlaub/wir-sind-im-urlaub/