Can a heifer be pregnant coming in heat and starting to lactate?

No. A pregnant heifer will rarely come into heat, and her heat period will only be once or twice during her pregnancy, then stop until after she has her calf. But she will not go into heat and start to lactate at the same time she's bred. She can only either be pregnant and have a small chance of coming into heat, or be pregnant and start to lactate (which only happens when she is nearing the end of her pregnancy).