Translation:We are swimming from Germany to Austria.
The proposition "aus" carries a meaning something like "out of". So it wouldn't really make sense in this instance.
It might be possible to say something like "wir schwimmen nach Österreich, aus Deutschland" (not a native speaker, just learning) meaning "We're swimming for Austria, travelling out of Germany." I'm pretty unsure about that one, though, but I think that conveys a bit more of the right sort of meaning of aus.
Thinking about it, I suspect that the origin and destination should possibly be reversed, and my comma is likely illicit, but I'm just going to let it stand and see where it leads us.
So I could be wrong... But the reason why it isn't "aus" because von is used when you're going from something to something. For example, like in time:
Von acht Uhr bis neun Uhr (From 8:00 o'clock to 9 o'clock)
Ich fahre von Frankreich nach Indien (I am driving from France to India)
I could be wrong, but I'm pretty sure it's correct. Someone correct me if I'm wrong.
No we're not, Sir Cheez. It wasn't a joke when my Austrian sister-in-law accidentally swam across the river from Salzburg and, because the currents were unusually strong, had to clamber out on the German side. She then had no option but to walk all the way along the river bank in her wet bikini to the next bridge and plead to cross the border without a passport. Pre-EU days! Fortunately, the funny side of the situation was appreciated and the border guards allowed her through! After many a year this story still gets a laugh!