Living and working on an OPT in NY,
1. What taxes am I eligible to pay on an income of approx $35,000 per annum?
2. Do I get any of these taxes back at the end of my employment/OPT?

You will pay NY state and federal income taxes. You will need to file a non-resident (Form 1040NR or 1040NR-EZ) return plus a NY state return.

If you are living in NY city, you are EXEMPT from NYC income taxes because you are still considered to be an international student.

You are exempt from FICA (Social Security and Medicare) taxes.