On selecting the file, the preview option looks good, but I can't always get the preview.
I guess you refer here to Explorer file preview from Windows?
It is Windows that should remember whether preview is enabled on a folder opened. This isn't something that can't be controlled from the TAdvFileNameEdit component. TAdvFileNameEdit just starts the Windows open file dialog and this Windows dialog uses the user folder settings. I have retested this here to open a folder with preview enabled and this behaves as expected here, I can see the preview also repeatedly when selecting multiple times.
I had preview turned off in my e-mail, to prevent accidental virus activation. Turning it back on made no difference. I opened up Windows Explorer, and enabled the preview there as well. Still no preview. The preview activates if I tab around the form until it gets back into the file list, but not by just hovering over the filename. If I click the name, it immediately selects and closes the dialog. Guess there must be something else set in Windows preventing a clean preview.
I can only assume this is a Windows settings issue as there is no control over this from the shell API to show the folder dialog.