I have tried using live preview for the last week. I have tried it on two different mac books (one on OSX Catalina 10.15.3 and one on Mojave 10.14.5) with Adobe XD (18.104.22.168) connected using one third party and three official apple lightning cables to my Iphone8 (13.3.1) using XD (26.0).
The Phone showed up in XD on the desktop only when I was using the third party cable (as "IOS-Device" not the actual name of the phone). In the Phone App the connection was not showing up however.
We are sorry to hear you are having trouble previewing in XD and thanks for trying with different cables and operating system. Would you mind trying it with a different Iphone as well? Have you tried uninstalling and reinstalling XD?