Will depression medication such as prozac (fluoxetine) affect pregnancy tests? also can they make periods lighter?

No I do not think so: Medicines like Prozac (fluoxetine) are not known to affect pregnancy testing or bleeding significantly. I found this article to help answer your question about bleeding- it appears there is no association. "Serotonin reuptake inhibitor antidepressants and abnormal bleeding: a review for clinicians and a reconsideration of mechanisms." J Clin Psychiatry. 2010 Dec;71(12):1565-75.