You said..."I have a female veiled who is around 5-6 months old and has put on a little weight lately. How do I know if she is carrying eggs so that I should provide a sand bucket for her to expel them"...why even put yourself in the position of having to wonder if she has eggs or not? I put a container that, when empty the female will fit into with a couple of inches to spare on all sides. I fill it about 2/3rds full of washed sandbox sand so that she has a place to start to dig when/if she does have eggs.
You asked..."Do females who have produced eggs change colors such as ones that have mated?"...usually they do but sometimes if there is no male (or female for that matter) in sight they won't.
You asked..."Also how large does the chamber really need to be, i read 5 gallons on the kingsnake care sheet, but that seems a little large to me for such a small animal"...I described the container that I put in the female's cage above...some will lay in one that small and others won't...so I use a 65 liter rubbermaid container to move them to. I fill it about half full of washed playsand and add a branch for the female to sit on when she's not digging. I cut a large hole in the lid of the container and put screen over it. I put the female in when she is intent on laying her eggs and put the lid on. I put a light over the screen part of the lid. Remember that this container will heat up more than the cage, so don't overdo the light on the lid. Don't let her see you watching her when she is digging or she may abandon the hole thinking that its not a safe place to lay eggs. She can be fed and watered in this set-up...but don't leave any uneaten insects in there....they might chew on her or the eggs.