We have had a number of reports related to the price of U-500 insulin. There used to be two sources of U-500, but now there is one, and I think there is price gouging going on.
You could contact Lilly (who makes U-500), they run an assistance program, but I would not pin too many hopes on them helping much.
I think the best opportunity would be to minimize your need for U-500. You should follow a very low carb diet since being extremely insulin resistant means you are almost totally intolerant of carbs. I am a fan of Dr. Bernsteins "Diabetes Solution." Even if you can't do his diet fully, reducing carbs can help reduce your insulin needs.
The second suggestion is to utilize medications and exercise as much as possible. You should be taking metformin and perhaps considering Actos. And exercise can double your insulin sensitivity. Just walking helps.
A third suggestion is to normalize your blood sugar, if you run high, you will be more insulin resistant, so try to aggressively correct down to a normal range (70-140 mg/dl) and stay there and you should hopefully find your insulin requirements are reduced.
And a final suggestion is that if you are using R and NPH and have to take large injections (> 50 units), split up the injections. Larger injections are not as effective since there is a big pocket of insulin and it doesn't absorb well.