This took me a while to debug.
When setting fzf_preview_file_cmd and fzf_preview_dir_cmd as stated in https://github.com/PatrickF1/fzf.fish#change-how-search-directory-previews-directories-and-regular-files example:

set fzf_preview_dir_cmd eza --all --color=always
set fzf_preview_file_cmd cat -n

those settings are not honored. This is because (I think) _fzf_preview_file is executed in a subshell by fzf.

I've tried to export those variables:

set -x fzf_preview_dir_cmd eza --all --color=always
set -x fzf_preview_file_cmd cat -n

with no luck