Welcome to the pump club! Have you changed insulin as well as your pump? That would be the only thing I can think of, if your symptoms started at the same time?
I hate wastage too, so very rarely change a reservoir and infusion set at the same time, and it sounds like you're doing the same. I think it's safer to rewind the pump even if it's just to change the infusion set, helps prevent the potential for air bubbles and inadvertent dosing, so I always rewind.
I'm afraid I know nothing about pump holders, as I only use the clip that came with the pump. But I just Googled it and there appear to be a whole stack of options.