SSIA.
I've tried set CNAME record refers to my '...-dot-devshell.appspot.com' (that seems unique) but I can see only 404 error on Google.
Is there any way?
This is neither possible nor practical.
It's not possible because when you are activating Web Preview you are connecting to an App Engine proxy (hence the appspot.com domain) that authenticates you as the owner of a Cloud Shell VM and proxies the connection to a port on that VM. The connection is secured by an SSL certificate tied to the appspot.com domain; you cannot substitute a different domain name in its place.
It's not practical because the Cloud Shell VM is only active while you are actively connected to it through the web terminal (or from the command line). Once the connection is terminated, the VM goes away as well. And if you are actively using the VM, the Web Preview button is just a short click away and having a well-known domain name seems... unnecessary.
Finally, if you are thinking of giving someone else access to your VM, that won't work either, because they would have to be logged in to their Google Account as you in order for the proxy to let them in.
The Web Preview feature is exactly what it sounds like - a way for you to connect to a web application that you might be developing in Cloud Shell.