Yes, fat does affect the absorption of Insulin and is usually a factor in Insulin Resistance(IR).
Although absorption of Insulin is normally quickest from the abdominal wall, intermediate rate by the arm, slower pace by the leg and buttock areas, Insulin absorption can have a decreased rate at any of these sites due to:
-Subcutaneous fat thickness(slower/inadequate amounts)
-Reduced blood flow due to smoking(slower/inadequate amounts)
-Larger doses of Insulin(slower/inadequate amounts)
-Fatty foods such as pizza(slower)
On the other hand:
-Higher body temperatures such as massage to the local area, a very warm bath(but not hot for Diabetics), exercises, saunas, etc. can increase the rate of Insulin absorption.(faster)
-Splitting Insulin doses into 2 shots(8 or less units)-- Therefore a pump is well-advised in this case because smaller doses of fast-acting Insulins are frequently given.
-Deeper injections are better absorbed
These techniques are more noticeable with fast-acting Insulins(boluses) than with long-acting(basals).