Dorkiness isn't recognized by spellcheck, by the way. Anyhow, because I have very little shame, I give you some pictures of the epi-pen holster I made:
In the wild:
The 1/4" holes in between the two epi-pens are for one half of the rivet dies to pass through, which sandwiches the neoprene support between the holster body and a flange that rests against my sock. The holster is reasonably comfortable, at least for the next few weeks or months until I have the time to make a better one. This one was done on the fly, with little to no planning, but now I have a better idea on what would work. Retention is by the way of friction (no screw to tighten), and it's very secure. It stays put and doesn't wander around my ankle; that's more than I can say about my old method of sticking one of the pens in my sock.
The important thing is that they're both on me at all times, so my main requirement is met. There's lots of "stuff" in between the liquid medicinal goodness and the 98.6 degrees of my leg -- epi-pen cartridge, case, kydex holster, neoprene, kydex flange, sock -- so I should be within the temperature excursion requirements. It's secure, so I won't lose them, so that's another requirement met.
I don't suppose that there's a market for such a device, especially since I didn't make it out of platinum and hang a bunch of charms and stuff from it, or border it in faux barbed wire. People can be so fickle. Hey, why are you laughing? Are you laughing at what I just said, or are you. . . . oh. . . .right. Yes, I'm a dork. But where are your epi-pens?