Re: Where is the warning?
I've lost a few posts that way...I'm not sure there's a warning set up for that. It'll warn you if you're leaving the page while you're composing (at least, my laptop does...), but I've never seen a warning while viewing a preview UNLESS I was updating the post after previewing it, but before posting. I think the warning is related to where, on the page, your cursor is active...if it's not in the composition box, I think it sometimes doesn't work.
I don't know, and if I'm wrong, someone please correct me. That's just me extrapolating from my own experiences and observations.