As a practical note, if you want to use a vibrator to help you reach orgasm, it's more likely to be effective if you use it on your clitoris rather than in your vagina.
Most women can't orgasm from penetration alone, whether that's vaginal or anal penetration. So adding clitoral stimulation is likely to be more effective than just adding more penetration.
is it safe and ok for me to want to be pentrated in both at once?
Hey, it's OK for you to want whatever you want . However, when it comes to turning wants into action, you need to be realistic and sensible.
You may find that it's possible for you to comfortably have a penis in your anus and an object in your vagina at the same time - or you may not.
If it's comfortable, then no worries. But if it's uncomfortable, let alone if it hurts, then you need to use common sense and stop doing it.
In addition, you need to take care that nothing gets transferred from your anus to your vagina, as that's a quick way to get a nasty bacterial infection.