You do NOT have to be stationary for the thermacell to work.
First, if you are walking, mosquitoes typically don't get on you too badly. If you are slipping along/periodically standing, they make a holster for the thermacell.
Attach it to your back or on your belt, loosely so the air can get into the unit at the back to keep it burning, and every time you stop you're covered.
Also, since mosquitoes and other biting insects are attracted through your carbon dioxide trail, which is following along behind you when moving, the act of having the thermacell on and also leaving a trail of dope behind you in your scent/air stream will have the desired effect and you dont' have to put anything on your skin.
I haven't used spray or dope in 10 years- won't either. I have just enough brain cells to get to my grave..can't afford to lose any more.