After GeoServer has been installed on port 8080, and has been configured to work on with a unique domain in the Proxy Base URL, the Layer preview was still failing. The new page opened on the URL set in the Proxy base URL, but the ol.css, ol.js and the layer content itself was looking at an address like https://localhost:8080/openlayers3/ol.css, (or the layer Store and path in instead OpenLayers3).
There has been a IIS URL Rewrite set up for the URL I set in the Proxy Base URL. That IIS site has to run, in order to make the GeoServer opening page running. When I stop the IIS, I cannot open the GeoServer's main page either.
With this setup my GeoServer's layer preview work fine on this machine, but when I open GeoServer from an other machine on the network (they just on our intranet), that the layer Preview fails, as there is no layer on that machines localhost:port setup.