05AB1E, 20 13 12 6 bytes
##05AB1E, 20Saved 2 bytes thanks to Adnan.
Saved 6 bytes thanks to 13 12 bytes##Magic Octopus Urn and some new language functionality.
A.p¦«vy¦«,Aη€ûû»
Explanation
A.p Aη # push all prefixes of alphabet
¦« # concatenate each with it's reverse minus the first char
v €û # forpalendromize each string:prefix
û y¦« # concatenate with it's reverse minuspalendromize the firstwhole charlist
» , # printjoin withon newlinenewlines
Saved 2 bytes thanks to Adnan.