Is there a way to have a custom template php file that is only used for previews instead of it using the single.php file? This way the user knows they are in preview mode?
You could use the conditional is_preview() to add a bit of extra content.
For instance, you could put this at the very top of your single.php right after the header is called - or you could put it in your header.php file if you want it shown at the very top of the page:
Hope this helps, best of luck!