I believe possession of needles is illegal in certain states.
The carbon paper thing: I know that works with certain items and is use by certain people to send certain things thorugh the intl mail successfully!
About your pockets- or bung hole- do they have an x-ray machine at the airports you will be travelling thorugh? It will NEVER be good to have somehting seen up your ass by an x-ray machine. Also, if you get pulled out of like for a 'random inspection' I think you need to be prepared to turn your pocekts inside out, so front pockets might not be the best place to carry them.
Re: syringes and insulin, sure if your prescribed insulin it's a non issue, just like if your prescribed nitro for heart condition.
I keistered shit prior to 9/11 and also went through customs with illegal exotic animals in my coat pocket prior to 9/11. I'm not playing that anymore
Are you staying with relatives or a hotel? If a hotel, see about mailing something to that address.
You could try getting creative with authentic looking labels for the vials to make them seem benign, but I am pretty risk adverse. Maybe that's why all my friends got arrested 16-20 years ago and I never did.
If bringing needles I would def bring in with the needle detached. The cary on's go though xray machines. If no xray machines at the airports your travelling through carring on your person is prob safest (wiht some lables home made but decent looking).
Mailing is BY FAR the best option. Maybe there is a co in vegas like a po box co that will accept a 1 time delivery for you? Do some research about that.