What you have described, is quite normal and common in erotic massage practices. These "body to body" rubbings do not put us at any risk, until there is an unprotected "slide in". And that scenario is intentionally avoided by the masseuse also because she is careful for herself also.
Vaginal fluids flowing into the anal opening is just an hypothetical scenario and does not happen in actuality, even if it happens, it is not a risk because any infected body fluid when exposed to ambient air, becomes non-infectious. HIV transmission takes place as a result of exchange of body fluids, INSIDE the body
If there is no unprotected "slide in" penetration involved in your massage, you are fine and the risk was Zero
This answers all of your HIV questions, and if you can think of any more just reread about the 3. You had zero risk therefore testing is irrelevant to your situation because you had zero risk. HIV is a fragile virus, which is instantly inactivated in air and also in saliva which means it is effectively dead so it can't infect from touching, external rubbing or oral activities. It doesn't matter if you and they were actively bleeding or had cuts at the time either because the HIV is effectively dead.
Only 3 adult risks are the following:
1. unprotected penetrating vaginal with a penis. Only the head needs to be covered, so if that happened it is protected and there is zero risk
2. unprotected penetrating anal sex with a penis. Only the head needs to be covered, so if that happened it is protected and there is zero risk.
3. sharing hollow needles that you inject with.
The only way to get HIV is if you did one of the 3. The situation you describe is a long way from any of these 3.
Even with blood, lactation, cuts, rashes, burns, etc the air or the saliva does not allow inactivated virus to infect from touching, external rubbing or oral activities. This HIV science is 40 years old and very well established, so no detail that you can add to your encounter will change it from zero risk. Because of all the research statistics, doctors have calculated the risk from what you describe to be less than that of being hit by a meteor, therefore no one will get HIV from what you did in the next 40 years of your life either.
If you didn't have one of the 3 then you are just worrying about your own hiv theory - which is unrealistic for you to think that can become reality - so you should move on back to your happy life instead.
I'll just chime in and agree. You didn't have a risk even with the add on details or concerns. I know you are more worried because of your wife and small baby. But you were not at risk so they are not at risk. It might be a good idea to not participate in activities that can lead to such worry about your family. Food for thought. But in this case, you have nothing further to worry about.
Your perception of the ways HIV could be transmitted to you are illogical. You are confusing the guilt of cheating for fear of this disease, this forum has seen thousands of people in the same circumstance, you didn't have a risk to worry about.
Please see a counselor to fix the issues that prevail in your mind. As explained to you by other members, the thought that some fluid can slide in to your bottom or your penis can magically slide in to masseur's vagina is irrational.
From a risk assessment point of view, you had no risk and do not need to test.