First of all, you had protected anal sex and the condom did NOT break or develop a "small leakage."
Trust me when I tell you that you......and your partner.......would KNOW if a condom had broken. You would both feel it happen. They don't simply get little leakages or pin hole or tiny tears.........they fail CATASTROPHICALLY. There would be nothing left of the condom for you to examine!
As to your question about where did your semen go, the amount of semen produced can change from one sexual encounter to the next. If you had had sex within say, about 8 hours of this incident (and that includes masturbation) that could lower the amount of sperm produced. Also age can reduce the amount of sperm a man produces. There is also a condition called "dry orgasm" and I have pasted the definition of that condition below which is from the Mayo Clinic.........
By Mayo Clinic Staff:
Dry orgasm occurs when a man reaches sexual climax but doesn't release (ejaculate) semen from the penis — or releases very little semen.
Dry orgasm usually isn't harmful, but it can interfere with a man's ability to father a child. Over time, many men say a dry orgasm feels normal.
The condom did not break therefore you had NO RISK for HIV and do NOT need to test.
While a dry orgasm is often considered normal, it CAN be a symptom of an underlying issue. If this continues to happen, I recommend that you see a Urologist to rule any problems out.
This was most likely a one time event and nothing to worry about. Just keep your eye on it.
You never needed to get tested. You had no risk.
There is no such thing as small holes on condoms. The presence of the smallest hole would cause a very obvious tear with a single thrust. Condom breakage is so obvious that it doesn't need close examination.