The problem with what you are doing is that... the report preview isn't ment to be dynamic.
Your only workaround her is it let the user set the filters in the form and then show them the report in a normal print preview pane. If the report is good then they can print it. Even the new acc2010-NavigationControl has this limitation.
As far as reports with embedded sub-reports, the <..>starts it doesn't show the page headers for the sub-report. It is essentially the report view of the sub-rep
Page headers
or
Report headers
These are very easily mixed up. I had an individual at work that swore to me that his page headers/footers were not showing up in the sub-reports. What was actually happening was that he had set the report header to repeat and because report header do not show up in sub-reports, these were suppressed. We moved his report header to the page header and all is well.
Once again, I do not recall having seen the issue you describe in subreports in the report-print-preview. I'm at home; however, Monday when I go to work I'll open the EOY report I have, does a monthly summary with usually 3 to 10 pages for each subreport for each month (I don't run this often anymore) just to be sure I'm not overlooking something (^_^)