No data, but presuably no different than anal sex between men.
for unprotected vaginal sex the risk is 1 out of 2000 exposures I wonder what that is with having anal sex with a women? is it 1 out of 200? only if that person has HIV
You have already done everything I would have suggested. It sounds very unlikely either partner had HIV. Even if one was infected, the transmission risk in vaginal sex averages one for every 2,000 esposures.
Brazil has a pretty big HIV epidemic, but at the same time Brazil probably has the most effective national HIV control, prevention, and treatment programs outside fully industrialized countries. I imagine that the odds any particular sexually active woman under 25 years old has HIV is very low, and that someone who say she was tested and negative probably is telling the truth. That said, I don't know specific data for Rio or for Brazil in general.
It's fine to get tested for peace of mind, and getting a first test at 3 weeks makes sense; by that time 75-80% of newly infected people have positive tests, so your negative result will be reassuring. Having a negative test 6 weeks after the last exposure will nail it down for sure.
Bottom line: The odds are strongly in your favor. You can expect negative test results.
Good luck-- HHH, MD