Heather Corinna replies:
In this post, all I've heard about is what your boyfriend likes and wants. You haven't said a thing about what YOU like and YOU want, and that concerns me.
So, I really hope that any sex you're having is just as much about what you want, what you need, and what you enjoy. To have a healthy sexual partnership, it's important that both partners wants and needs are addressed, and that sex is really about both partners, not just or primarily one. In other words, if your boyfriend were to post a question here, would he be asking about how to do things that you have said you liked and want to do, too? He should be just as interested in what you like and want as you are in what he likes and wants.
It's not problematic to have sex during menstruation if it feels fine for you: some women enjoy sex of various types during menstruation, and others don't. Unprotected sex during menses can present somewhat increased risks of bloodborne infections, so it's as important during menses as any other time to be sure you're practicing safer sex, but otherwise, menstruation doesn't pose any more health risks than sex at other times in your cycle.
Per anal sex, whether or not it will hurt depends mostly on if you enjoy (and want, not just because your partner does) anal sex and if your partner is prepared to be patient, safe and gradual. Unlike the vagina, the anus doesn't self-lubricate, and the tissue of the anus is a bit more delicate, so not only is plenty of lubricant important, it's also important to be gradual about any anal entry. For instance, if you're interested in anal sex, starting with a gloved finger, very gradually, to see if you like that and that feels good is the kind of thing you'll want to do before going any further.
Anal sex, like vaginal sex, also carries risks of STIs, as well as higher risks of bacterial infections, so it's also important to be sure that should you engage in anal sex, you and your partner use safer sex practices with that sex as well. In case you aren't aware, too, please know that penis-in-anus anal sex can present pregnancy risks as well, so it's doubly important to use condoms and, if you like, whatever backup method of birth control you prefer.
Here's a list of other pieces for you, including a few pieces to be sure that the sex you're having with your partner is just as much about you, and what you like and want, as it is about him. If it's not, then it's likely time to have a chat with your partner about this, and make some changes, if need be, so that you're as much a part of the equation in sex as he is.