So for the most part, no, they won't molt when pregnant.

Can shrimp molt while berried?

Berried Female Shrimp and Molting

Unfortunately, female shrimp will occasionally molt with eggs attached to their exoskeletons, triggering a loss of the brood. ... It can shock them and they will try to molt when they are not ready yet.

Can shrimp molt with eggs?

Unfortunately, all shrimp breeders have to deal with the death of their shrimp. This is inevitable. However, what makes it even worse, sometimes we have dead females with eggs. In some cases, the berried females molt and shed their exoskeleton with the eggs.