Web font preview is available because it was generated on our side. System font preview is available because these fonts are installed in your system and browser knows how to display them. When you click a font, font is read and is shown in the textfield.
Imported fonts don't have the preview, because they are being read after you click them. Not when you open the font list. Browser don't know how the font look, until it reads it. If we were to show imported font preview, we'd have to read the font when you import it, generate the preview and store it in your browser. Current way is faster to read a font, but maybe in future we will generate the preview when you import the font.
And from what I see, it seems that warnock is Montserrat, because last font you used is Montserrat, and gravit couldn't read Warnock, so it left previous font (Montserrat).
Some 2 weeks ago I remember fixing support for some fonts. Online designer.io should use same font importer code as standalone, and I just checked warnock there - https://app.designer.io - and it imported correctly. But maybe you have some other version of the font? I checked with OTF regular, that is available to download on various sites.
Also, font should almost cerainly work if it is correctly imported and displayed on https://opentype.js.org/ Many fonts that do not work there, work in gravit, but this site is a basic criterion for the font to work