I'll attempt to answer your questions from my (M) perspective

Anyone else have an issue with sensitivity and lube? (This is the 3rd type of lube I've tried, water based, silicone based, and half and half)

I have very sensitive skin and never experienced anything like what you described. If you try another product put some on your forearm or inner thigh for a while to see if there's a reaction before using it

Any girls have the same problem about not being able to tell what hole a guy is in?

This is an odd one. I think most girls can tell the difference but because she hasn't felt it in her vagina she doesn't have a reference point to compare. Definitely a confidence issue and maybe some trust issues too? Weird suggestion but what if she put something in her vagina like a tampon as "insurance" that you won't make a mistake and put it in there?

Advice on if I should take Viagra or what?

That's just going to complicate your problems and make you mentally rely on it to stay hard. Also, if you can't feel anything you might lose your erection anyway. On that topic, unless your lube has some desensitivity additive then you shouldn't stop feeling anything after 3 minutes. Maybe try to go more shallow and keep your head near the hole were it's tighter to maintain your erection?

I think there's a lot going on in both of your heads so my advice is to reset. Go back to the time when you were making out with heavy petting, handjobs, blowjobs, etc. and don't worry about the penetration for a while. Also, what about her? She doesn't seem to enjoy anal so what are you doing to get her off? Fingering, oral, etc?