What do you mean not supported by Trezor or Ledger Nano S? The ledger works with myetherwallet. You can store any token that is supported by myetherwallet. If it is not, I highly doubt this token will ever cost anything at all.
Anything not supported by MEW is worthless? This is utter nonsense. What about LTC, XLM, XRB, NEO, XMR, etc, etc.
If the coin has its own software wallet, or is supported by a multi-coin wallet, you can use that. You can easily make paper wallets while being connected to the internet. The risk, as you've stated, is that if your computer is infected by specific malware, your coins could be stolen. This is pretty rare. Other than that, you can always just leave your coins on the exchange until software or hardware support becomes available. Make sure you stay away from small exchanges (like the recent difficulties with BitGrail), and use 2FA to secure your account.