We give a direct product theorem for the entanglement-assisted interactive quantum communication complexity of an $l$-player predicate $V$. In particular we show that for a distribution $p$ that is product across the input sets of the $l$ players, the success probability of any entanglement-assisted quantum communication protocol for computing $n$ copies of $V$, whose communication is $o(\log(\mathrm{eff}^*(V,p))\cdot n)$, goes down exponentially in $n$. Here $\mathrm{eff}^*(V, p)$ is a distributional version of the quantum efficiency or partition bound introduced by Laplante, Lerays and Roland (2014), which is a lower bound on the distributional quantum communication complexity of computing a single copy of $V$ with respect to $p$.
As an application of our result, we show that it is possible to do device-independent quantum key distribution (DIQKD) without the assumption that devices do not leak any information after inputs are provided to them. We analyze the DIQKD protocol given by Jain, Miller and Shi (2017), and show that when the protocol is carried out with devices that are compatible with $n$ copies of the Magic Square game, it is possible to extract $\Omega(n)$ bits of key from it, even in the presence of $O(n)$ bits of leakage. Our security proof is parallel, i.e., the honest parties can enter all their inputs into their devices at once, and works for a leakage model that is arbitrarily interactive, i.e., the devices of the honest parties Alice and Bob can exchange information with each other and with the eavesdropper Eve in any number of rounds, as long as the total number of bits or qubits communicated is bounded.