I'm one and have been to the last six burns. Storing insulin has never been a problem for me, I just kept my main supply in a cooler with ice in the shade. More important is remembering to keep eating well and regularly and to test often. The reason the advice to keep drinking water is so oft repeated at Burning Man isn't just because of the heat and dryness, but because it's so easy to get distracted/inebriated far from your camp and let the hours pass by. As much as everyone should keep a supply of water and regularly drink, diabetics also just need to always be mindful of blood sugars and diet. You don't want to be three days in and realize you've only eaten a handful of trail-mix since you got there.

More specifically, do you have a pump or CGM? How regular are your blood sugars? You might want to raise your target range slightly for the week to have less worry of insulin attacks, though I'm not a doctor, don't take my advice as such.