I tried using textInputFocus && !inputFocus && editorLangId == 'markdown' and textInputFocus && editorReadonly && editorLangId == 'markdown' in When Expression for markdown.showSource, with relevant respective versions for markdown.showPreview .
But the shortcut still doesn't work when the Preview has Focus .
If you look at the markdown.showSource in the Keybindings Shortcuts you will see it has no context/when clause. It must just find the matching resource and go to it.
Also when a preview is active, you will see that the language ID in the bottom right corner disappears, so editorLangId == markdown will presumably always fail.
If you want a when clause to prevent keybinding conflicts, try:
{
"key": "alt+e",
"command": "markdown.showSource",
"when": "markdownPreviewFocus"
}
Learn about the Developer: Inspect Context Keys command, see inspect context keys utility. That is how I found the markdownPreviewFocus clause.