When you use Ghost as headless cms the entire preview part of Ghost gets destroyed when you don’t see the front end of your site in the admin interface.
And I saw in the admin code that you use iframes with should make it pretty easy to make it so that you can change preview URL.
Or am I missing something?
Edit: Sorry if I seem angry I know the whole headless cms part in Ghost is really new, and am really loving what you have done so far 
Me and my colleagues made a basic Ghost theme to fix our issue.
We used iframes to make it possible to view the jamstack site in Ghost admin when using Ghost with a jamstack site on a different domain.
Feel free to use it or make it even better. 
Ghost-Headless-Cms-Fix
Hope you guys make an official way to have this soon 
This is a clever solution, thanks for sharing. However, this doesn’t cover some important use cases. The big one I’m seeing is you are a content author/editor for a site but aren’t running a dev environment, so you’re only window into how a post/page looks is via the ghost preview. Using this solution would only show you the current live site, with no way to preview the post you are currently working on.
Speaking from experience, I think the solution the folks over at Craft CMS came up with is really smart. It would be awesome if ghost had this functionality!