I have this same error. I tried testing with different tags but {{filename}} doesn't even seem to work at all.

The CMS escapes template variables since they can break URL structure.
You might be able to construct the full preview path based on multiple fields, e.g {{field1}}/{{field2}} or we can consider proving an option to opt out of the CMS behavior (or even use https://www.netlifycms.org/docs/beta-features/#summary-string-template-transformations)

It is not an option for me to rebuild the link, as I add the slashes manually, so an option to opt out og that behavior would be great.

This issue also happens with GatsbyJS. It's because of nested collections, {{slug}} contains the full nested subfolders path but it's escaped with dashes so it's not a path anymore.

Any way to fix this? Maybe an undocumented templating tag specifically for nested folders path?

/EDIT: there was a typo in my previous message, it's the {{slug}} tag that contains the full nested path.

To summarize the issue, for the moment there seems to be no way to set up adequately the preview_path to allow previews of collections that are nested, because there is no specific tag and the only one that is the closest to what we need is {{slug}} but it escapes path delimiters into dashes to be URL safe.

or we can consider proving an option to opt out of the CMS behavior (or even use https://www.netlifycms.org/docs/beta-features/#summary-string-template-transformations)

If anyone would like to follow up with a PR to one of the suggestions in this comment it would be great.

@erezrokah Please see my proposed solution. If it works for you, I'll add and update the tests.