Check out Filo cooling bags/cases for the pump..
It's best to keep the tubing as much as possible from direct sun, as this could bake it a bit. and frequent changes of the cartridge is a good idea, depending on pump you've got you may not be able to get a smaller cartridge if you can't then just don't fill the normal size cartridge with too much insulin..
If you cartridge runs out between set changes, then just change the cartridge there's no need to change infusions set because you've changed the cartridge...