I know this thread is quite old, but I had the exact same problem. My solution was to edit the file scripts/addpost.inc.php
There is a section that determines if the post is approved. I just added a query to check if the user belongs to the "preview" group, then added
if ($in_preview_group) { $approved = "0";}
That way it doesn't matter if the user is part of another group, their posts will always require approval if they belong to the preview group.
I couldn't find any way to do this in the control panel.
