The ongoing transition from traditional orally bioavailable small molecules to novel drug modalities demands advanced drug delivery strategies. This work presents the development of a hybrid, in situ-forming subcutaneous drug depot combining thermoreversible Poloxamer 407 hydrogels with DELOS nanovesicles (DELOS-NV). This platform leverages the complementary strengths of both systems: DELOS-NV entrap and protect hydrophobic payloads, while the hydrogel matrix prevents rapid nanovesicle dispersion, enabling sustained release. Using a design of experiments (DoE), we refined the membrane composition of the DELOS-NV employing excipients listed in the FDA inactive ingredients database to create a patient- and regulatory-oriented formulation. The optimized DELOS-NV dispersion was gelled by adding different concentrations of Poloxamer 407 (15% to 20% w/w) to identify the most effective one that flows during the injection and forms an in situ depot subcutaneously. The integrity and stability of gelled DELOS-NV were demonstrated by two orthogonal techniques. Rheological characterization of the DELOS-NV-loaded hydrogels revealed the 17% w/w Poloxamer 407 concentration as optimal for subcutaneous administration, exhibiting shear-thinning behavior and suitable viscosity at 22 °C for easy injectability. Two in vitro release tests were performed using a fluorescent molecule and a therapeutically relevant Beyond the Rule of 5 (bRo5) compound. The hydrogel matrix governs the release of intact, drug-loaded nanovesicles via an erosion-driven mechanism, following zero-order kinetics over 8–10 h. The successful stabilization of the bRo5 compound highlights the platform's potential for the prolonged delivery of therapeutically valuable, formulation-challenging molecules.