I was worried about the pump getting in the way as I have a very energetic climbing all over me clumsy 4 year old but I'm so happy with it. I wear the pump in a little bag that I ordered off eBay that has poppers on it with 3 different sizes, also instead of the 50cm lines I've ordered some 20cm lines which come in handy. I usually have the pump clipped to my bra on the side underneath my arm or clip it onto my underwear and tuck it into my trousers. I very rarely even notice it's there I've dropped it sometimes and it's been hanging on with the cannulas sticky pad but haven't felt anything and it's been fine. Also laid on it in bed and it's been knocked and no problems I think you'll be fine, it may be abit strange for you at first but you will get used to it being there and find you don't really have any limits physically with it.
Sorry can't comment on the exercise as I've only had mine 2 months and Im 28 weeks pregnant so not done much.