It's what me and my menstruation do on her sex, most of the time.
She likes it, and she hasn't had any problems yet. I would advise you just leave the tampon in and forget about the fingering for now.
Anal sex during menstruation | Health24
Besides he can still play with your clit. Anyway, yeah anal during your period should be OK.
It wouldn't gross me out. The string wouldn't bother anal either. The tampon shouldn't be too noticeable by him not even in feeling. I never really noticed.
Should I have anal on my period?
As for how you approach him you just get frisky with him like you usually do, and when it gets hot, just make it to him like an offer. Just ask him to only fuck your ass. Ask him if he'd mind during you're really worried.
Just go with it.