Hi undeadking,
Preview is a tool to test and hear the end result of voice change. Normally if the Voxal has started, it should always process the input and you shouldn't leave the preview mode on if you want to process your voice during gaming. Maybe try these steps:
1. Start Voxal first before opening any game, voice recording software etc.
2. Do a preview and see if it can process the input properly. If it is, all good you can now turn off the preview tool. Just leave Voxal stay open as is.
3. Now you can start your game, normally now whenever you speak to microphone in the game, whoever is listening on the other side, other players, should be able to hear the modified voice.
Cheers
Yusuf