Hi Guys,
Ok, i seem to have got a workaround for this, but Marco maybe you can look into this as well. It is a bit of a longish read but I think this fixes 2 issues at once.
I was also having issues with the problem where the www and * records are removed if you disable the domain and re enable the domain, as well as the preview domain option did not create the records either, and I came across this thread tonight. And in trying to fix my preview domain issue, I seem to have maybe stumbled onto the www and * issue workaround as well. Maybe someone can double check.

1. I firstly made sure my preview domain was in the solidcp system under a valid user account, and I also made sure the "Allow customer sub-domains" tick box is ticked.
2. I then went to each and every web-server settings > internet information server settings and made sure that the "Web Sites Shared IP Address" was set to "undefined" and set the "Web Sites Public Shared IP Address" to x.x.x.x the shared web ip address that your server uses.
3. I then added in an A record dns entry at the bottom of the page under DNS Settings with name set to [host_name] and the ip manually typed in to the ip address used on the webserver for shared sites.

I then tested this setting and the preview domain option works a real treat.
However I noticed when I turned my dns off and back on the www and * records would go MIA still so I started to look into this issue.
Originally when I set up the servers, the dns records I added were in the order as below for the websites.
RecordName       Record Type         IP
A                       x.x.x.x (ie 1.2.3.4 shared websites ip)
*                    A                       x.x.x.x (ie 1.2.3.4 shared websites ip)
www              A                       x.x.x.x (ie 1.2.3.4 shared websites ip)
I then added this dns record to fix the preview domain issue
[host_name]      A                        x.x.x.x (ie 1.2.3.4 shared websites ip)
This is where the interesting part comes in, only the parent record would be created none of the other records were created when adding a new domain in with a website, whereas before I added the preview domain fix,  it would create the www and * and only when you disable dns and re-enable it it would create the parent record only and lose the www and *.
Now if you think about it the first entry (parent record) and the last entry (preview fix) are effectively the same, so I deleted the first parent record dns entry from the list.
So now the records in order are the * (wildcard), the www and then the [host_name] in that order, and BINGO !!!!!!
Now I can add a domain with or without a website, with or without a preview domain, disable and enable the dns and all the records are created 100% no issues. I tested this across 6 of my web-servers and as soon as I removed this first record the issues disappeared.
So my conclusion to this is the following if you put a parent record, ie the recordname is blank with an ip address as the first record then when you add a domain with a website it creates the records fine, if you then disable and re-enable the dns it only adds the parent record back. But if you change the order of the records to *, www and then parent the issue is gone.
I dunno it looks like SolidCp if it sees a parent record as the first record it ignores the rest. Please will someone else try this and see if this fixes the issues for you, and just confirm this.

Thank you so much!
I have been reporting this bug for ages, but always told it worked properly.
By adding the [host_name] record and deleting the parent record, it is now creating preview domains properly 🙂
I don't use a * record either - so that is not required.

Oh just to add - you don't need to allow the domain as "allow users to create free subdomains under this domain" if you just want to use the site preview function.
That setting is just as it says, only if you want to allow users to registered their own subdomains under that domain.