There are many types of insulin and insulin delivery systems available elsewhere that are not available in Cozumel. We don't have many diabetic patients here -- though it's a growing problem -- so insulin isn't a standard stock item and is only available in vials as an injectible -- syringes sold separately... Diabetics here usually go to the hospitals and clinics to receive insulin. Further, insulin must be stored under refrigeration and most farmacias don't have that capacity.
Your best bet is to check at Farmacia Dori downtown -- on the north side of A.R. Salas between Aves. 15 & 20. It may look like a hole in the wall outfit, but Dori is the largest and most complete pharmacy on the island, serving the hospitals as well as individuals. If it has what you want at a price you like, the clerk can tell you where to go for an Rx should they require it -- there should be a writing physician within a few doors of the pharmacy.
In any case, enjoy your visit to our island!