OK … I am not doing much dressage any more, but that’s our basic training and I prefer to carry a dressage whip. This includes for trail riding.
Note: I’m asking “how to carry a dressage whip,” not “how to use a dressage whip in training.” And yes, I’ve experimented with no whip. In the arena it might be doable, though Miss Horse will be more sluggish, but on the trail it is my “back up tool.”
But. I have very round heavy legs. The classic “not for dressage” anatomy. Carrying the whip and using it are both difficult. It distracts me, and when I go to use it, I have to pull the carrying hand way to the outside to touch the flank, let alone just behind my leg. I can carry it just in front of my leg and use it on the shoulder (and yes I know that’s not kosher for showing, but I am not showing anymore) but am more likely to drop it.
(ETA: I have Dupuytrens contracture in my right hand – so do not really have grip in ring and pinkie fingers. I can still use them for cueing, but not grip something as narrow as a whip.)
It makes my hand position suck, too. To carry a whip, I have to either move my hand way away from the horse, or turn it in (piano hand it.)
“Lose weight” is, well, a Thing, but I have been much less heavy than I am now, and it was still a problem. And I am not exactly super heavy now. BMI = 27 and I am about 15-20 pounds above my ideal weight. Just built like a cob!