Anal sex along with the use of a vibrator in the vagina probably wouldn't pose any more of a threat than having anal sex without the vibrator. As for Vaseline, never use it for vaginal or anal sex... as it is intended for external use only. Instead, use a "personal" lubricant that is specifically formulated for intimacy.
My hubby and I have done this a few times... Women can have babies- no wall is going to tear apart! You just need to be gentle, doing anything too rough can cause problems.
Good luck x x x