Never. Large pharmacies like Boots always have everything in stock, with the small pharmacy I used to use sometimes I had to wait for the next delivery (later in the day) to get what I needed. If I couldn't be bothered to wait or come back later, I just went to one of the other pharmacies in the town centre, one would always have the stuff.
Actually, once I had a problem, I couldn't get sugar-free oral thrush mediation, all the pharmacies said they didn't think it was made any more, which I thought was odd as it's something you get with badly controlled diabetes and if you have badly controlled diabetes the last thing you want is more sugar.
I had to wait for a new insulin pen once too, but no one should only have one pen so that should never cause anyone to miss a dose. And they did have the disposable pens in stock, so if I hadn't of had spares I could have had a disposable one instead.