I seem to partly have this issue as well (some images work, others not) - probably related. In addition to that it looks like that the dev server does proxy only the web root (http://localhost:3000/). If I try to use any other permalink structure than basic (http://localhost:3000/?page_id=xx) I end up with a message “Sorry can’t find that!” which isn’t an Apache 404 (obviously).
I’m a bit out of ideas as I use two slightly different dev setups and both seem to fail with this.
The fact that I couldn’t find any similar problems seem to hint that it might be a problem on my side. Unfortunately I’m not very skilled regarding javascript and I currently have no clue what could be the problem (besides that I have to use Apache instead of nginx - but I never came across such a problem and both slightly different dev boxes have this problem).
I’m using sage & bud 5.0.0-next.18 on Linux (natively, no VM). Any permalinks work fine on the local domain - but fail when I start the dev server.
I already tried @Aki’s suggestion - but without success.