I would only use "You are driving in the wrong lane" You could also say simply "you are in the wrong lane" The others may be OK for grammar but the sound wrong and I would never use them. You could say "you are going the wrong way" or "you are heading in the wrong direction".

hey. I would say: the 3 statements are all correct.Nopne of them can be considered a wrong expression. But the 2nd one " You are driving in the wrong lane/way" could be the most precise. XXX