Does changing the amount of pinion depth shim affect the pinion bearing pre load?

no it does not, the carrier pre-load is set by the shims, and once it is set it is set

(edit) foot in mouth, mis read that and now i feel dumb....(edit)

I was referring to pinion bearing pre load, not carrier. Thanks

Pinion bearing preload should still be the same. It might vary very slightly due to adding or subtracting shims but your still looking for the same overall result.