Injecting dependencies into a running program isn’t something that is very well supported by the JVM.
There are attempts to do this in Clojure, with various levels of success. I have used them in the past, especially for just messing around and trying things out.
The one for lein is called Pomegranate
And for deps.edn, you can still use Pomegranate, or you can try the add-lib branch of tools.deps.