When adding a second preview mesh to a skeletal mesh, it is only briefly displayed, and not visible as a preview mesh under the socket hierarchy. See video - YouTube
Also, for some reason when i use 2 preview meshes on different sockets, and disable the view of 1, it is still visible.
Thank you for submitting a bug report. I have reproduced this issue and logged UE-40040. You can track the report’s status as the issue is reviewed by our development staff. Please be aware that this issue may not be prioritized or fixed soon.