We are having the same issue with our install. I've updated all the files mentioned with the preview url. Our config is as follows:
/edx/app/edxapp/edx-platform/cms/envs/test.py:FEATURES['PREVIEW_LMS_BASE'] = "preview"
/edx/app/edxapp/edx-platform/cms/envs/devstack.py:FEATURES['PREVIEW_LMS_BASE'] = "preview." + LMS_BASE
/edx/app/edxapp/edx-platform/cms/envs/dev_shared_preview.py:FEATURES['PREVIEW_LMS_BASE'] = "preview.localhost:8000"
/edx/app/edxapp/edx-platform/cms/envs/dev.py:FEATURES['PREVIEW_LMS_BASE'] = "localhost:8000"
/edx/app/edxapp/edx-platform/cms/djangoapps/contentstore/views/component.py: preview_lms_base = settings.FEATURES.get('PREVIEW_LMS_BASE')
/edx/app/edxapp/edx-platform/cms/djangoapps/contentstore/utils.py: lms_base = settings.FEATURES.get('PREVIEW_LMS_BASE')
Any attempts at a preview give page not found errors in the browser (specific code is "client closed request":
Definitely seems a config issue. Anyone have a working config that I can reference. Much thanks.