We have been in Canada for almost 10 days, walking outdoors many hours a day, always in freezing weather, typically in the low single digits (Fahrenheit), sometimes subzero (Fahrenheit).
We normally use a very small glucose sling bag all the time. We thought of keeping pen insulin in a jacket pocket close to the skin. Instead, what we have done is different. We have used a double wall stainless steel insulated thermos bottle:
In addition to the insulin, we put some plastic “ice” balls that are not frozen but used at room temperature to moderate the temperature inside the thermos. The thermos is carried in the sling bag along with sugar and a fingerpoker (lancing device). We typically keep a roll of strips in a pants pocket, a bit warmer.
The system has worked very well for us. Every day we spend 4-8 hours outdoors. The thermos has been impeccable. It also served as a shock absorber and protection once when we went tobogganning and the sling bag took a bad hit at probably 50km/hr…
So I am giving this system a thumbs up!