When we go "on air" my mac screen shows only the presentation slide currently active. How can we be "on air" and still interact with the preview screen on the mac?
Are you mirroring your output to the projector? Ideally you extend your displays, then you can use the controller (preview) window on the laptop and project the fullscreen slides output. If you need to bring the controller window to the foreground on the Mac you should be able to with Command back tick.
