Edit post locked notification dialog on edit post screen (post.php)… hook maybe?

I believe the easiest approach is to hide that Preview button via CSS. Here is a snippet or you can add that style to a pre-existing wp-admin stylesheet that you might have already included.

add_action( 'admin_head-post.php', function(){
  echo '<style>';
    echo '.edit-post-header__settings .editor-post-preview { display: none !important; }';
  echo '</style>';
});

I tried digging through the core and I don’t see any way to filter those links out.

Hope that helps!!