Extension Preservation in the Finite and Prefix Classes of First Order Logic

It is well known that the classic {\L}o\'s-Tarski preservation theorem fails in the finite: there are first-order definable classes of finite structures closed under extensions which are not definable (in the finite) in the existential fragment of first-order logic. We strengthen this by constructing for every $n$, first-order definable classes of finite structures closed under extensions which are not definable with $n$ quantifier alternations. The classes we construct are definable in the extension of Datalog with negation and indeed in the existential fragment of transitive-closure logic. This answers negatively an open question posed by Rosen and Weinstein.