No Sophia, if you click preview you don't lose it.
You lose it only if you go out of the private message without clicking submit.
If you want to know if you sent the message, just check the "Outbox"
folder: if you sent it and Maria did not read it yet, your message is still there.
Or if she already read your message, you can find it in the "Sentbox"
But if you cannot find the message... that means that you've lost it.