Can you get pregnant while on the depo shot for a year my stomach hard, leaking milk, headaches and very tired but when the doctors do the pregnancy?

Yes. Especially if you were late on your last shot, but even if not late Depo Provera (medroxyprogesterone) is 97% effective (3% pregnancy rate). Although your symtpoms could be hyperprolactinemia or thyroid issues as well. Time for some blood work.