With regard to the Preview and the Winter's Edge stories, I think they get put in the rough chronological order of publication. One of the Winter's Edge Tales was already put in vol 2, so I assume the others fall in 3 and 4. (I don't know about 4, for sure, but 3 has at least one Winter's Edge Tale)
Thanks for the info. I have Volume 2 but still haven't gotten around to opening it! Haven't picked up 3 yet.
The Death thing was never, as far as I know, scheduled as an absolute. Or for that matter, solicited- it'd only been commented on at Neil Gaiman's blog as a "Deluxe" compilation, to (probably) be called 'The Compleat Death', similar to what was done for Stardust.
Yeah, that's where I think I read about the "plans" for Death. Considering how quickly they're releasing the entire series, I'm surprised they haven't solicited this at least.