I totally get leotards, but I'd pretty much stopped wearing them (for gymnastics), by the time I started pumping.
However, I now do aikido, which involves lots of rolling, high falls and being thrown vigorously across a dojo.....
I don't wear my pump for class, but to make management easier for the 90-150 minute classes, I use Lantus for 75% of my basal requirements. It's been termed "untethered", and it really works well for me. Interestingly, I'm now needing about half the insulin I used to need before I pumped.
Might be worth a chat with your endo. I believe it's a technique used by swimmers and other water based athletes who don't use a waterproof pump or Omnipod.