Nicotine is absorbed though the lungs as well as mucus membranes, including the nose and mouth. With that said, you don't need to "hold" vape in your lungs to absorb it, it isn't what you do with cigarettes for the most part. If you are doing a DL inhale, it's very likely that the amount of vapor passing through your mouth and potentially out your nose (I didn't smoke that way, so I only vaped that way (nasal ONLY, in and out, and honestly, nasal vaping got me pretty buzzed, but I didn't enjoy it, it dried out my nose pretty fiercely) is going to absorb plenty given the amount of vapor.
It would (maybe) be more effective to hold it in your mouth for a second prior to inhaling it to the lungs than the reverse. Which is what I do. But basically, nicotine is going to get absorbed to varying degrees using either method, so don't worry about it, just vape how is comfortable for you, and adjust your nicotine level accordingly. I would find it uncomfortable to "hold" the vapor in my lungs, but if you like doing that, there isn't anything wrong with doing that (that I know of) although the amount of "more" being absorbed when it comes to nicotine is probably negligible, as compared to cigarette smoke or any other type of smoke one might want to "hold" in ones lungs and etc.
Nicotine is also absorbed through the skin, (hence the patch) the membranes of the rectum (that is a VERY UNSAFE METHOD, btw) etc. It's an easily absorbed substance so just vape how you want, and find a nicotine level that suits.
Anna