Depending upon how you've designed your tables you could use
a Select query to show the records where Holiday and Sick
are both Not Null.  Or some variation thereof.

Exactly how you do it depends, as I said , on your table
design i.e. what fields you use, how you distinguish between
Holiday or Sick and so on.

I suspect you probably have a start date and an end date for
the leave period and then a field to show what type of leave
it is and that's how people are managing to enter
overlapping periods.  If this is the case then start
thinking about criteria and table aliases.

Open a query design grid, drop in the table you want TWICE.
The second instance of the table is known as an alias.

Now, assuming the table design above, drag the start date
and end date from BOTH of the tables down into the grid.
Make sure the tables are not joined.
In the criteria for the start date of tbl2 put
=>tbl1.startdate and run it to see if it works.  Then add a
criteria for tbl2.enddate of <=tbl1.enddate.

I'm making this up as I go along <g> so you'll likely need
to mess around with it...

HTH