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Is there a way to preview costume items such as hats at the outfit station together with the outfit armor? That would be really helpful if you want to combine a armor-outfit with a hat-costume and want to try different looks without having to pay to change every time
There isn't. Tinkering with your outfit disables costumes and hats in the preview, and you have to accept the changes to go to the costume/hat section.
You could, however, find the outfit section of your journal/achievement section. It was a new icon added with outfits, shows up as a small wardrobe. In there, you can preview any and all outfit pieces, even those you have not collected, and it doesn't disable current worn costume/hat.
I believe that should do exactly what you want. You cannot permanently change or save anything in the preview section of your journal, of course, that will require a trip to the outfit station.