mkennedy is right about what the 911 operator says when you call them.
So you don't need to worry about your prepositions when calling 911, the dispatcher will get them under control for you.
However, for other situations when emergencies (or any other things) occur, you might say either, "I have an emergency up here" or "I have an emergency in here". Or it might be "out here" or "over here", or something else. It all depends on your location relative to the person you are talking to.
If you are in somewhere (like a train car, a bank vault, a prison, or a classroom for example), then it could be idiomatic to use "in here". "Up here" would be for "up" locations (like maybe a ski lift, the top floor of a building, a helicopter, or maybe somewhere in the Far North, ... or even northern Illinois, if you are talking to someone in southern Illinois).
It is not necessary to use any kind of prepositional phrase in order to be idiomatic though. Simply "I have an emergency," or "there is an emergency," are both idiomatic.