The best way to go about this is to have a second monitor and put your OBS preview window there, honestly. However, if you can bear with a little less performance you can use VLC to display your webcam (be sure to lower the buffer to something like 50ms to decrease the delay),
AlwaysOnTop to make the VLC window appear always on top of other windows, and
Peek Through to make it transparant. To make this work you probably need to play your game in windowed mode, however.