I have exactly the same problem! Anything that I eat or drink during or before exercise makes me feel really sick. So far I've tried mango,raisins,Ribena,orange juice,apple juice,cereal bars and pretzels. My latest find though is chocolate milk. The full fat kind. The sugar in it is a mixture of lactose(which is slow) and sucrose(which is quite quick). The fat also prolongs the rise in blood glucose that it causes and holds me steady for a while. It is quite sweet and it still makes me feel sick but it doesn't tend to "slosh" as much when you move around. 100ml is 15g carbs. I get the Belgium chocolate one from Waitrose.
I'm on multiple daily injections, but if you're on a pump surely you don't need to eat anything for exercise? Can't you set a temp basal rate so that it is reduced before you exercise, to push your blood sugar up a bit and then increase it when you Finnish exercising to counter the rise that you experience after exercise?