can you send a copy of the site design you are using. Open the preset manager (WebAssist -> Preset Manger) to export a copy of it so i can try to reproduce the issue.
The second screen shot is your anti virus program asking if you want to allow the HTMLToImage to connect to the internet. The HTMLToImage program is used to generate the preview.
the third screen shot is from IE on trying load the template to create the screen shot. It is running into problems loading script elements of your design.
You can work around the preview issues by disabling the preview. go to WebAssist -> Preferences. In the preview section select the option to disable the preview. With the preview disabled, you will be able to click in the preview window to open it in a browser instead of a small preview in the extension.