JetBrains: Add preview loading state

Created by: vdavid

Fixes https://github.com/sourcegraph/sourcegraph/issues/36704

Included a demo of the code changes because @taras-yemets is not very familiar with the code, especially the Java side code, and @philipp-spiess is not here today, so I wanted to make it as smooth as possible for Taras to do this PR review.

Test plan

• Tested with fast and slow connections, 3-min Loom here
• Demo of the code changes: 11-min Loom here

App preview:

• Web
• Storybook

Check out the client app preview documentation to learn more.