I'm sorry you deal with so much anxiety that being intimate with a partner is so worrisome. As the risks have been stated, unprotected vaginal or anal intercourse or sharing of IV drug needles, you can prevent HIV. Use condoms during sex. Have a regular partner that you both test for HIV and if both negative, you can have a relationship of trust and not have all this worry while enjoying sex. Just food for thought. And you can also treat your anxiety so that you don't have to give up things that should be enjoyed in healthy adults.
As to this situation, as the others have said, it isn't risk for HIV. HIV is inactivated by air and saliva. Therefore, semen getting to the places you say would not transmit HIV.
As to your question about needles and HIV 39 days later. Pricking yourself with a needle would not transmit the virus. The needle point was exposed to air. However, injectable IV needles in which the plunger is used can infect someone. However, 39 days would be highly unlikely. And the situation of being injected is also highly unlikely. That is anxiety driven 'what if' thinking. But the air inactivates say a needle laying on ground you'd step on. You can't get infected that way.
The only ways HIV is spread are:
-Unprotected anal/vaginal penetrations.
-Sharing needles to inject drugs.
-Mother to child.
Condoms are meant to work properly, as they were invented to do so. They are actually the only real way to fight against HIV in terms of prevention. I think you should seek for a therapist because is not normal to be afraid of having sex even with condom.
All the best.
HIV can only infect inside the body. Once exposed to ambient air, HIV loses its ability to infect and that's why what happened to you is not a risk.