Presently, it is extremely difficult to force OnStart events and OnVisible events to predictably fire when going between development and preview modes. Strongly recommend a simple Restart button that allows the OnStart event to fire predictably when entering Preview mode.
We understand your feedback, and improvements are planned for being able to preview OnState statements. However, I don't have a date for when this will be released yet.
Just sharing a tip that I normally do; I will put the OnStart statements in the OnVisible of the first screen until I have everything working the way I'd like it to work. Then before publishing the changes I move them into the OnStart. This may fill the gap for you until we can enhance this experience.
Thank you for your patience and continued feedback,