To fresh up our sex life

Me and my boyfriend used to have enormous sex pleasures with each other and I have never had better sex, but now we are a little rusty. We freshed it up a little with practice and using more toys. Then we added another girl, so we were 2 girls on my boyfriend sometimes, and we had great sex. But me and Johanna (the other girl) wanted to expand it, and we asked my boyfriend if we could go all on all, that we could do whatever we wanted to with each other during the sex, and we wanted to use a strap on on him, have anal sex with each other, also with him. He said that he thought this was a little bit unatural and weird, but he is thinking about it, because he agrees that it sounds good to get a dildo up in his anal. But he asked the questions: Is it natural? Is this okey? Is it weird?

Thank you

Pegging- Pegging is when a woman uses a strap-on dildo to penetrate her partner anally, usually a man. While this practice is not commonly mentioned due to the various taboos many cultures have against receptive male anal sex, and statistics are hard to come by, many people believe it is the most common use of strap-ons, and often manufacturers use images of a woman with a strapon and a male on the advertising or packaging for strap-on dildos and harnesses.
Pegging can be done for a variety of reasons, but probably the most common is that it allows a heterosexual male to receive anal pleasure. Both partners may enjoy pegging, and many men have an anal orgasm from it. Many people, such as advice columnist Dan Savage, believe all men should try pegging at least once, as it may introduce them to a new enjoyable sexual activity and illuminate them to the receiver's perspective in sex. This perspective can also be gained by the female cross-dressing the man in lingerie - usually particularly feminine lingerie such as stockings, garters and high heeled shoes. This completion of the role reversal can be deeply erotic.
When pegging, even more than for other forms of anal sex, proper selection and quantity of lube is extremely important. Many dildos do not "hold" lube as well as a penis would, and a thicker or better adhering lube will likely perform much better.
A number of how-to videos about pegging have been made, for couples interested in trying it but not sure where to start, however most people feel a few minutes of experimenting to be plenty to learn the basics of pegging.