This is not an answer to all your reasons for wanting a leg carry, but I have had good luck carrying a second wallet. It's nylon, and has room for a Leatherman, single-cell AAA Maglite, butane lighter, signal mirror, flat whistle, alcohol preps, money, spare credit card, car key.

I have carried concealed with a leg holster, and have never had any luck in the comfort department. The least objectionable I have found is by Bianci (I think) and is lined with wool pile. On the other leg, I've used a breathable cotton-nylon leg wallet for a spare mag, which is O.K. as long as you don't try to overload it.

Last thought: Ever tried a full-out run wearing something on your ankle? You'll have gear all over the street.