How do I get the URL section to show use a different domain in the WordPress Admin?

You can use the post_link filter to do this.

Example:

function modify_post_link( $url, $post, $leavename=false ) {
  if ( $post->post_type == 'post' ) {
    $url = str_replace(home_url(), 'https://preview.domain.com', $url);
  }
  
  return $url;
}
add_filter( 'post_link', 'modify_post_link', 10, 3 );

In fact, with this you don’t even need your previous filter for get_sample_permalink.