Is there an event or an other method that tells me the preview is loaded?

Yes, this is the way to detect when the preview has loaded:

wp.customize.bind( 'ready', function() {
  wp.customize.previewer.bind( 'ready', function( message ) {
     console.info( 'Preview is loaded' );
  } );
} );

This JS code should be enqueued at the customize_controls_enqueue_scripts action with customize-controls script as its dependency.