I don't check about PMs, but for posts, I checked it myself. I created the thread, just to checked it will be saved in draft page without clicking on Preview button or not. Result is without Preview button click, Draft page saved it. You can check it with your next post.
Honestly, I read other people said that clicking on Preview button is mandatory thing to have saved posts in draft page, but it is incorrect, from what theymos wrote and from my experience.
It's a backup thinggy.
If you still haven't clicked "
Post" or "
Preview", and the browser crashed/PC shut down unexpectedly, there will be no draft for that particular post.
Drafts will be saved after you've clicked either of the two buttons.
If you click "
preview" once, there will be an immediate backup of the current version of your post (
good as backup).
And another backup of the final version after clicking "
post".