as for anal, yes, it's not allowed. But as the other user said: people do a lot of things that are not halal. why are you so surprised that there are people who go against their religion teachings?
Listen, it's forbidden to have sex out of marriage. So it doesn't matter if you fuck a muslim or non muslim. It's like asking would a muslim eat pork with ketchup or without? pork is forbidden, so if a muslim eats it, he might as well eat it however he pleases