In My notion only "im Urlaub" is often in use. One other two variants may very well be legit. But I do not know any one stating "in Urlaub" and I'd personally say "auf Urlaub" is just slang. "In Urlaub" as in previously remaining there, looks totally wrong in Higher-Austrian, https://bihlmayermedia-bilder.com/urlaub/wir-sind-im-urlaub/