Before the Preacher and Sarah "closed the door", whose voice was it calling out "Preacher" several times.
The Preacher and Sarah both heard it. He said it was a voice from the past.
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I think the obvious answer is, it was Stockburn.
While we have no proof of it, the Preacher states, "It's a voice from the past." This happens right after Stockburn and his Deputies come into town. We know LaHood has already told Stockburn about the Preacher. The Preacher hasn't made mention of knowing anyone else in the town, nor does anyone in the town know him. The Preacher knows who Stockburn is, so when he states the voice is from the past, it has to be someone known to him. The only new person in town is Stockburn whom the Preacher might know as a voice from the past.