As to your glucogen jab, your company are acting correctly, as their First Aiders will need specific training by a qualified nurse to ensure that they and also yourself are all covered by your companies insurance... It's not just to protect your companies back, it protecting you as well! And the First Aiders will have the right to refuse training..
The most important thing for you First Aiders and your surrounding colleagues to know, actually picking up your hypo, and if you are struggling, so that they can prompt you to start treating it, so your hypos doesn't get into emergency medical's and at what point to call the paramedic's in,,,
There's isn't any need for any of the First Aiders to be trained to give you a glucogen jab, I've certainly never bothered with this, and my instructions has always been around prompting me to eat/drink (jelly babies/Luccozade) if I won't/don't or if they are worried get the paramedics!
As your insulin, firstly you shouldn't be keeping your insulin in the fridge, Once you've loaded a cartridge into the pen for use either background or quick acting, this is then kept out the fridge as long as it's kept out of direct sunlight and extreme temperatures then it's fine... So the fridge is total over reaction whether locked or not!
You only really need to either keep it all on/with you while working if practical such as in your bag or just in your office desk draw, even on the desk to the side... Or your meter/hypo on you and your insulin in your locker in the locker room etc... The only time your meter/hypo kit is not kept on you, is when there is an environment factor, such as you work with chemicals, sterile area, dirty area etc... Then you kit needs to be in a place where it's easily accessible to you.
The only time I've had anything in a locked fridge, was my lucccozade but this was because even though I had it labelled as my hypo kit, some fool keep helping themselves to it when I kept it in the staff fridge (I did know who was doing it, but we couldn't prove it) so CQS agreed that due to it being used for medical purposes it could be locked in the Drugs Fridge, (we asked for advice) downside the only person to have keys to the Drugs Fridge was the Duty Supervisor!