1.It is hard in you to probe me with that remark.Please explain "in".
I haven't heard this before. Where are you getting these sentences?
You could possibly say "It was hard of you ...", as in "It was unkind of you/ insensitive of you /impolite of you ..."
2....on his way to New York to an exhibit of the entries...Is the phrase correct? thanks!
The example is taken from a novel of The Return of the Native byThomas Hardy ,which is in a college teaching book.
Thomas Hardy was one of the greatest geniuses of the English language. His use of phrases frequently broke traditional rules of grammar. I rejoice in the English of Thomas Hardy but I, belonging as I do to the realm of mere mortals, would use more common forms of speech.