So you are close to completing your blog post, your featured image is uploaded but before you publish, you would like to see how it looks on your blog page - that is the page that displays the list of blog posts with summaries and featured images.
The first thing you try is "Preview" but that only shows the post, not the blog page.
Saving as a "draft" or "pending review", doesn't show the post on the blog page either.
Yes it is possible! Simply Publish as "Private". That is, setting Visibility to Private before clicking Publish.
Only logged in users will be able to see this post, yet you will be able to view this post as a the most recent post of your blog page - and it will be identified as Private.
Once you are ready to publish, simply change Visibility to Public and click "Update".
One thing to Keep in mind, is that the date/time displayed will be the date/time that you publish privately. If you prefer it to be the date/time that it goes public, then you will need to update the date/time to the present time, at the time of publishing live.