Thank you for your feedback.
Maybe there is a possible workaround for the question you have, but the logic about it would be a bit complicated. You can check the PageViewer
template stored in ~\YourProject\Sitefinity\Admin\ControlTemplates\Pages
which is used for page preview. We are using iframe
for visualizing it. If you can modify the code and set a verification for external pages (whether the page is external for your domain) maybe you will be able to prevent external pages from displaying so only such on localhost will be previewed.
Of course, this is just an idea and the scenario is not tested on our side. If you have the needed resource you can try modifying the PageViewer.ascx
so it could suit your requirements.
Hope the provided information is helpful. Do not hesitate to contact us if you need any clarifying information.
All the best,
the Telerik team