... since it warms up the connection to the server that actually contains the font files.
Setting this:
<link rel="preload" href="style.css" as="style">
Will definitely preload the CSS file, but the font files defined in that stylesheet will not be downloaded unless there is text present on the DOM that uses those fonts. The stylesheet is just telling the browser 'if you see a font with this face, here's where to look'.
If you see custom font code in the head, you should be editing the custom font item in the resource library directly. This will update what appears (grayed out) in the 'head' area.