Can some one help me how to make ffmpeg capturing with preview on PictureBox?

Question

My system is Windows 10/11

1. I am making ffmpeg based video capturing software in VB6 with preview.
2. I could deal ffmpeg.exe only by command line.
3. Source is from Decklink card or Video file.
4. I can't use ffplay for preview, because I need the preview on my application window unlike ffplay's floating window.
5. Most of it I need open source solution as my application is not for commercial use.
6. ffmpeg usual pipe can not be used, because I need the Preview first by process A. When user decide to start Capture, that time only Process B will be executed.

Stage-1:

First I need to receive the source and show the preview on my application PictureBox/Form. If its by ffmpeg, well, else some Directshow suggession needed. I could do Stage-1 easily by VB6+Directshow, but how the same stream will be consumed by ffmpeg on Stage-2 ?

Stage-2:

ffmpeg command line should receive the same source (from above stream) and do the capturing on a file. (I can manage the commands for encoding and capturing on file)

Help needed:

1. How to render the preview on my application window with ffmpeg/ffplay ?
2. How to use the same video source if it is already used on Stage-1 by the preview process ?

Possibilities:

A) I could manage it, if I get some Directshow Virtual Video/Audio Sink/Source filters. But no where I could find Virtual Video/Audio Sink/Source filters I may use the Virtual Sink filters on Directshow graph one with Preview. ffmpeg will receive the same source from Virtual Source filter.

B) By some means if I could create mkfifo in Windows, I could manage it. But I doubt we can create fifo in Windows like Linux.

C) If I could dump the Video/Audio stream on Memory and if ffmpeg receives that stream from memory, then it should work. But I don't know how to do it from ffmpeg command line.

Please help and suggest me the proper schema for this.

gaamaa