I can confirm I was experiencing the same issue.
To summarize:
Steps to reproduce:
- The URL https://mysite.com/wp-admin automatically redirects to https://mysite.network.com/wp-admin where you can login.
- Edit a new page or post and hit Preview. The preview URL is: https://mysite.network.com/?page_id=123&preview=true
- The DM plugin automatically redirects to https://mysite.com/?page_id=123&preview=true. This fails with a 404 – probably because the login cookie doesn’t exist on that domain (the preview works if the primary mapping domain is set to https://mysite.network.com/).
However, if you untick “Redirect administration pages to site’s original domain” in the network settings, no redirects will occur and previews will work.