What are the differences in meaning when using to, in, or on after sail in the examples below?

When you refer to the ship sailing to a thing, you're describing the sailing object's goal.

There's a ship sailing to the sea. It sailed to the river upstream and ultimately it's sailing to the ocean.

When you refer to the ship sailing on a thing, you're referencing it's current location on top of said object. For boats, this is a good thing; a ship that's sailing in a river or ocean has sunk below the surface.

My father's been sailing on Lake Eerie for years. At least until that last storm; now his boat is in Lake Eerie and he's afraid to go out on the water anymore.

When you use the word in you're talking about being contained by or enclosed within something. You can sail in a ship on the Adriatic, but sailing on a ship in the Adriatic is only possible in submarines (at least if you wish to survive the experience).

The only way you can use in with respect to sailing and still make sense is when you're speaking geographically. This is because the in now refers to being within the borders of said geographical area.

My father's been sailing in waters around the Florida Keys for years!

Is it possible to use these ... in all the examples?

Using to or on for the examples would work just fine (though your second and third example sentences are missing an article). As stated above, however, using in wouldn't make sense unless you were referring to a geographical location (or going down with the ship).