Well, I think a different angle is necessary here. Django is not like Java, the solution should be tailored for a multi-process environment, not a multi-threaded one.
Django has no immediate equivalent of a singleton session bean.
That said, I see no reason your description does not fit a classic database model. You want to save per object data, which should always go in the DB layer.
Otherwise, you can always save stuff on the session, which Django provides for both logged-in users as well as for anonymous ones - see the docs on Django sessions.
Usage of any other pattern you might be familiar with from a Java environment will ultimately fail, considering the vast difference between running a Java web container, and the Python/Django multi-process environment.
Edit: well, considering these objects are not native to your app rather accessed via a third-party library, it does complicate things. My gut feeling is that these objects should not be handled by the web layer but rather by some sort of external service which you can access from a multi-process environment. As Daniel mentioned, you can always throw them in the cache (if said objects are pickle-able). But it feels as if these objects do not belong in the web tier.
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