Let $X, Y$ be Banach spaces, $S \in B(Y^{*}, X^{*})$. Does such operator $T \in B(X, Y)$ exist so that $T^{*}=S$?
I suppose that the answer should be - no. Are there any hints that might help in constructing a counterexample?
Any help would be much appreciated.
Such an operator exists if and only if $S$ is weakly*-to-weakly* continuous. This is always possible if $X$ and $Y$ are reflexive.
As for concrete examples of operators that do not have a "pre-joint", let $X$ be a separable, reflexive Banach space. Recall that $c_0^*\cong \ell_1$ and take any bounded linear surjection $S\colon (c_0)^*\to X^*$. It does not have a pre-joint because if it had, it would be an isomorphic embedding, but a reflexive Banach space cannot embed into $c_0$.
Here is another, perhaps more exciting example. Note that $C[0,1]^*$ contains a complemented copy of $L_1$. Let $P\colon C[0,1]^*\to C[0,1]^*$ be a projection onto any such subspace. If there were an operator $T$ such that $T^*=P$ then $T$ would be a projection too (that is $T^2=T$), but $L_1$ is not isomorphic to a dual space because separable dual spaces have the Radon–Nikodym property which $L_1$ clearly does not have.
If you do not like this example, note that $C[0,1]^*$ contains a copy of the non-separable space $\ell_1([0,1])$ (the closed linear span of Dirac delta measures) which is complemented. Again, the projection onto $\ell_1([0,1])$ does not have a pre-joint because if it had, it would be a projection with non-separable range.
There are indecomposable spaces with dual isomorphic to $\ell_1$. A space is indecomposable if the only complemented subspaces are either finite- or cofinite-dimensional. Now, take any projection on $\ell_1$ whose range is infinite-dimensional and has infinite codimension. In this case there is no chance for a pre-joint.