E: I am a dumbass, I thought just anal scenes, not specifically anal virgin scenes.
Apart from the normal scenes mentioned below... Kass has a good anal scene in her first encounter, but that's long gone. I asked a question to the devs long ago, if they plan on expanding virginity scenes, because the ones for brint and Evelyn really hit a nerve for me. But the answer was: Nope.
The virginity scenes are Wsan going out of his way to deliver. Its considered very niche content.
And since we are on the topic: There is a very niche scene for Evelyn, if you are a cock-virgin and have a cock below 4 inches.
Original post:
Everyone: "Hm... Who could take the champ's anal virginity?"
Meanwhile Arona: "For Lumia's sake! Its as if I don't have a cock at all!"
From the top of my head, these encounters can also do the job.
Drider queen
Corrupted Shrubs in the forest
Bimbobees
Centaurs
Oh, and Azyrran. You also get milky honey tits if you let her egg your champ.