The use case is the following:
I am in default site. I want to get the connection of the "preview" site instance database from the default site code. How is it possible?
Database::setActiveConnection('preview')), but it didn't help. setActiveConnection method seems to choose only from your site settings.php.
* WORKAROUND *
If you want to handle multiple database under one site instance then you should declare their connection array under your site's settings.php!