There is not currently an option to work within unpublished themes; however, there is a workaround.
How to preview your Shogun content on an unpublished theme
Using Shopify's Theme Preview feature
You use Shopify's Theme Preview feature to see how your published pages will look once a new theme has been activated. This feature is available in the Themes section of your Shopify dashboard. Click on the Actions menu next to an inactive theme and select the "Preview" option.
The Theme Preview feature will help give you an idea of what content adjustments, if any, you may want to make for the new theme.