Anal sex? And how to make it comfortable?

So me and my fiancé have tried anal a couple times and the only time I actually enjoyed it was after a few drinks 🙊 cause I think it helped relax me... So we have tried it and I sometimes can let him go in but he can't move or it hurts and other times I can't even let him go in at all. We use a ton of lube but we have only tried him going in doggy style and he is very slow and make sure he isn't hurting me, but is there a certain lube that's better or position? Please help I wasn't to pleasure him by trying something different.