In passing through on vacation, we're going outside? (2,3,3)
I believe the answer is:
by the bye
'in passing' is the definition.
(eg mentioning something by the bye or in passing)
'through on vacation we're going outside?' is the wordplay.
'on vacation' means to remove the middle letters.
'we're going' becomes 'bye-bye' ('bye-bye' is said when leaving).
'outside?' indicates putting letters inside.
'through' with its centre removed is 'th'.
'th' inserted within 'byebye' is 'BY THE BYE'.
(Other definitions for by the bye that I've seen before include "Incidentally" , "Parenthetically" , "In passing" .)