ComforTac belly band is highly recommended around here. I have one and it's very comfortable. I don't have much experience wearing it while out being active, but it certainly doesn't require a belt and can be worn a variety of ways. It'll work under gym shorts, yoga pants, or dress clothing.
No need for idiotic purse carry (off body is almost always a terrible idea). No need for pockets (silly women's clothing lines are always screwing women over with a lack of those). No need for a belt (as per your preferences).
There's also holsters specifically for women, such as bra holsters, which may work depending on, eh, available storage space. I have no experience with such garments, but there's plenty of review videos out there. I forget her name, but there's a woman who's relatively petite who makes quality concealed carry holster reviews on YouTube.