There is no rule that the dash must be inside or outside the quotes. Either way works.
...He was always saying, "You have to be here on -- " he was always preaching to us about everything.
In this scenario, the reasoning is that the dash is inside because it is the quote that is being interrupted.
...He was always saying, "You have to be here on" -- he was always preaching to us about everything.
In this scenario, the reasoning is that the dash needs to be outside because it is not part of what the guy is saying.
Either way is okay. Just be consistent.
Happy punctuating!
Margie