Whether you're posting a new SOPW or responding to one, there's a short list of a fair number of specific codes and a set of links directly to most of the others immediately below the text-input box. The preview window offers the same (you are previewing, aren't you?).

Noted, however, that there is not a *direct* link to What shortcuts can I use for linking to other information?, so that may be worth having devs and the sitedoc clan consider.

On the proverbial third hand, however, you can avoid the "hunt and peck" that annoys you by adding links to whatever you'd like to your free nodelet (see Free Nodelet Settings.

And as to your plaint "that I lose the original post when I go to preview"...

1. You could open the comment form in a new tab or window, thus preserving direct access to the target of your remarks
   or
2. you could make use of the fact that the preview page provides links to the node to which you're responding and to the whole thread, either of which is easily accessible by opening one or the other in a new tab or new browser window.

The latter option is an enhancement added fairly recently and incurs fairly low overhead, for you and the server, whereas including the node or entire thread each time someone clicks "preview" could represent a significant cost in responsiveness.