I'm not entirely certain how that's supposed to even behave with dependencies and multi-select lists... To me it seems like it would be difficult to support a cascading prompt between those types of fields since there's no specific relationship between any one item in one list vs. any one item in the 2nd list. Have you tried testing this setup with a single drop down field instead?
Regarding the preview not showing the same as the "real" custom details page, I wouldn't read too much into that as it's just meant to give you a representation of how the screen will look to users on the page.
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