Since this is about a hole in a fence -- that is, a hole with no actual volume -- I would use (b): "The dog crawled through the hole in the fence."
For (a) the hole would need to be of a different type, "The dog crawled out of the hole in the ground." Similarly for (c), "The dog crawled into the hole in the ground." I wouldn't use 'in' in the latter because that might mean the dog is alr