@Satakjar
I think you’ll be fine doing an install with a glass tag in the thigh. There is more bleeding, but that’s more of a concern with the flex form factor where the incision is larger. You might want to purchase an elastic wrap for after-care to wrap around your leg and apply pressure to the bandage. As you move around it’s going to take longer to properly clot, but you should be okay.
The side of the thigh should be fine from a crush perspective, because no matter how skinny you are there’s going to be enough muscle in the way to prevent the femur from coming into play. I would be careful of blood vessels.
I would say shins are a no go, and calves are a bad idea, but I’m not a medical professional.