Hello, and I hope I can be helpful in answering your questions.
I want to let you know that none of the sexual acts you ask about are physically harmful to you. You can have sex anytime you want, including your period, and exploration of your bodies, and ingestion of each other's body fluids during
oral sex or with breast fluid is not harmful to you physically at all. Many couples find anal sex pleasurable, and it is not harmful to you if it is not painful or causing you to bleed.
Regarding
pregnancy, you can get pregnant from any episode of intercourse, even the first time, so if you want to get pregnant there is no reason you need to use a condom if it is the first time.
I suggest you go slowly and gently each time you try a new sexual act. An external lubricant can help make you feel more comfortable is something is painful.
And you can safely have sex while you are pregnant, it does not hurt you or the baby. If it ever causes pain or bleeding, you should rest for a week or so and unless your doctor tells you otherwise, it is OK to resume.
I wish you and your husband a happy life together, and I hope this advice was helpful to you. Take care