How do I show my prospective client(s) a theme preview?

Chapter Themes is absolutely right, as we suggested show them the live demo without the TF banner.

In reality you should be honest and tell clients that you are using a template. Even if they know it only costs $40 then you can still justify charging them to make custom modifications to suit their styling.

It will look a LOT worse if you hide the template as your own work and then the client finds out it is a template and costs $40.