The fact that a continuous delivery doesn't have a send a proof option like the other template based delivery type, tells me that your answer isn't actually correct.
In this case I would then need to use the other template based delivery or a marketing delivery and send out the proof. Go back into the flow and switch up the delivery type and send the continuous delivery properly.
This seems too much hassle for business to perform each time they want to use the workflow.
I'll have a go with Jons approach for this matter.