Unlike the other invisible spacing and mark glyphs, zerowidthjoiner contains a displaced question mark glyph. zerowidthjoiner should be set to appear without the question mark block like similar letters.
The sequence [a, zerowidthjoiner, b, c] will currently look like what the image below shows in the edit mode.
I am not aware of any function in Glyphs that will let one change what font is used as preview for glyphs that haven’t been drawn yet. If it’s this you are referring to by custom preview font, then that should not have been used and everything should be the same as the default setting.
I am currently using a mac with High Sierra version 10.13.6. The replacement for this old pc won’t arrive for a few more weeks though.