Where does Preview save a clone of a document

Auto-opening a downloaded file from a browser is done on pretty much a browser-to-browser basis. Since you asked about Chrome, here's the relevant blurb from Google's Docs:

Automatically open certain types of files

If you want certain types of files to always open after they're done downloading, click the arrow next to the file button in the downloads bar and select Always open files of this type. To prevent potentially malicious files from automatically downloading to your computer, this option isn't available for executable filetypes, such as those with .exe, .dll, or .bat extensions (for Windows), and .dmg extensions (for Mac).

Personally, these features weren't visible when I tried it, but then I hardly use Chrome other than for the odd web site test.

A Finder search for com.apple.preview with system files "are included" revealed the location of the file:

~/Library/Containers/com.apple.Preview/Data/Library/Saved Application State/com.apple.Preview.savedState.

Thanks.