Unless the drug in question is a controlled substance, it's only illegal to sell Rx-only medications, not to buy them. On the extremely rare chance customs confiscates your shipment (which in practice only happens one week a year, during Operation Pangea), all that will happen to you is that your package will be empty.

I'm not linking them here (just because I don't want to get YC/HN in trouble), but there are a number of highly-reputable online pharmacies in India and Vanuatu that sell non-controlled medications and ship to the US. I haven't checked whether or not they sell EpiPens, but I wouldn't be surprised. I'm aware of them because they are very popular in the transgender community due to high barriers to accessing medical care by legitimate means.