Is it possible to set a Custom quick look preview image in OS X?
That's not how QuickLook works. Quicklook has processes that run in the background to interrogate a file for its filetype, then look for a generator for that file type and the generator returns either HTML-based or image-based content.
There are programs that will show a listing of files inside a Zip (or other archive files) but you can't "embed" a preview image for Quick Look, at least AFAIK.