I think there are 2 parts to the solution to this problem.
The first and most difficult part is how to get multiple stages on the same display (or multiple stages sent to multiple displays) to show in registration with each other on a single output
A solution to this is detailed here
Once you have done this, it is fairly trivial to arrange to be able to preview video cues on this output without them being sent to the actual displays or projectors
Mic.