After a fresh rustup installation, I see adding component does work for stable and beta, but not for nightly.
On stable:
$ rustup component list --toolchain stable | grep clippy
clippy-preview-x86_64-apple-darwin (installed)
$ rustup component add clippy-preview --toolchain stable
info: downloading component 'clippy-preview'
info: installing component 'clippy-preview'
On beta:
$ rustup component list --toolchain beta | grep clippy
clippy-preview-x86_64-apple-darwin
$ rustup component add clippy-preview --toolchain beta
info: downloading component 'clippy-preview'
info: installing component 'clippy-preview'
On nightly:
$ rustup component list --toolchain nightly | grep clippy
$ rustup component add clippy-preview --toolchain nightly
error: component 'clippy-preview' for 'x86_64-apple-darwin' is unavailable for download
Looks like rls-preview is a similar situation.
I think this a generic issue not only related to Mac. My CI is complaining for Linux and Windows too. 馃槥
I agree that this is larger than OSX.
error: component 'clippy-preview' for 'x86_64-unknown-linux-gnu' is unavailable for download
This is a useful site for checking the status of the components https://mexus.github.io/rustup-components-history/x86_64-unknown-linux-gnu.html
This has been fixed since 2018-11-06, so let's just close the issue. (Please feel free to re-open if it needs investigation.)

Hey @behnam on clippy is still missing on x86_64-apple-darwin.
I don't know if still makes sense to comment here.
Most helpful comment
This is a useful site for checking the status of the components https://mexus.github.io/rustup-components-history/x86_64-unknown-linux-gnu.html