We use (and LOVE), the Thompson Diabetes Travel Carry-All.
It’s got a ton of space and it’s not that large of a bag to carry with you. Because of it’s design, it has many different storage areas without increasing the overall size of it. Check out my review done when I purchased it at the above link.
We couldn’t be happier with our bag.
Having said this…Liam doesn’t carry around his own bag, but he does get it for us from time to time and he doesn’t have any problems carrying it.
The bag carries everything you listed above (or has room for the things you listed), and it’s got an insulated pocket.