I fixed it on my own, man I'm so happy :)
If anyone facing the same problem, here is the fix:

Go to the sourcecode of libindi, my path would be:

/home/pi/indi-3rdparty/indi-gphoto

Open the gphoto_driver.cpp
Modify the following lines:

int gphoto_start_preview(gphoto_driver *gphoto)
{
// Olympus cameras support streaming but without viewfinder_widget
if (strcasestr(gphoto->manufacturer, "OLYMPUS"))
return GP_OK;

// If viewfinder not found, nothing to do
if (gphoto->viewfinder_widget == nullptr)
{
DEBUGDEVICE(device, INDI::Logger::DBG_WARNING, "View finder widget is not found. Cannot force camera mirror to go up!");
return GP_ERROR_NOT_SUPPORTED;
}

return gphoto_set_widget_num(gphoto, gphoto->viewfinder_widget, 1);
}

int gphoto_stop_preview(gphoto_driver *gphoto)
{
// Olympus cameras support streaming but without viewfinder_widget
if (strcasestr(gphoto->manufacturer, "OLYMPUS"))
return GP_OK;

// If viewfinder not found, nothing to do
if (gphoto->viewfinder_widget == nullptr)
{
DEBUGDEVICE(device, INDI::Logger::DBG_WARNING, "View finder widget is not found. Cannot force camera mirror to go down!");
return GP_ERROR_NOT_SUPPORTED;
}

return gphoto_set_widget_num(gphoto, gphoto->viewfinder_widget, 0);
}


to:

int gphoto_start_preview(gphoto_driver *gphoto)
{
// Olympus cameras support streaming but without viewfinder_widget
if (strcasestr(gphoto->manufacturer, "Sony Corporation"))
return GP_OK;

// If viewfinder not found, nothing to do
if (gphoto->viewfinder_widget == nullptr)
{
DEBUGDEVICE(device, INDI::Logger::DBG_WARNING, "View finder widget is not found. Cannot force camera mirror to go up!");
return GP_ERROR_NOT_SUPPORTED;
}

return gphoto_set_widget_num(gphoto, gphoto->viewfinder_widget, 1);
}

int gphoto_stop_preview(gphoto_driver *gphoto)
{
// Olympus cameras support streaming but without viewfinder_widget
if (strcasestr(gphoto->manufacturer, "Sony Corporation"))
return GP_OK;

// If viewfinder not found, nothing to do
if (gphoto->viewfinder_widget == nullptr)
{
DEBUGDEVICE(device, INDI::Logger::DBG_WARNING, "View finder widget is not found. Cannot force camera mirror to go down!");
return GP_ERROR_NOT_SUPPORTED;
}

return gphoto_set_widget_num(gphoto, gphoto->viewfinder_widget, 0);
}


After that recompile the code:
cd /home/pi/indi-build/3rdparty-Drivers
sudo -H -u pi cmake -DCMAKE_INSTALL_PREFIX=/usr -DCMAKE_BUILD_TYPE=Debug -DWITH_FXLOAD=1 /home/pi/indi-3rdparty
sudo -H -u pi make -j $(expr $(nproc) + 2)
sudo make install

Reboot your PI and enjoy Lieview with the Sony Alpha.

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