Ok, found an easy solution.
1) double click on Files/icons/loading-logo.png (see post from ramones above).
2) in the sprite editor, import your own sprite image.
Now the preloader displays your logo.
1)This is nothing to do with the loader layout which I already have customized.
2) It seems you can use any size of loader icon, doesnt have to be 66px like the original.
Thanks for your help!