Whether the topic is anal sex or some other topic, I think he's going to try to manipulate you to do what he wants with the sad-puppy routine for the rest of your relationship. In your shoes, I'd be more irritated about that than about him asking for anal. Being with a person who manipulates you by hooking you emotionally and implying that you don't love him if you don't do what he wants is no fun. He can see that he hooks you and he tries to play it like a violin.
Do you know, what is the draw to anal? Is it because he has to wear a condom when you have vaginal sex and doesn't have to wear one when you have anal sex? Maybe if so, you could try telling him you'll do anal only if he wears a condom and uses lots of lube. Or, if you want to be nicer about it, switch your birth control to the pill, so he and you can have sex vaginally without a condom.
If the problem isn't the condom, again, what's the draw? This is a bit far-fetched, but once I knew a guy and according to his girlfriends, he only wanted anal sex. Only many years later did he come out of the closet, but when he did, it made sense.
Long and short of it, no person should be made to do a sexual act that they don't like, and their partner shouldn't be pulling out the emotional stops to try to make them feel bad about saying no in order to manipulate them into doing it.
If you really, really, really wanted to penetrate him anally with a toy, would he try it? If he was uncomfortable, but you really liked it, would you continue to ask him for it? Would you do big puppy dog eyes? Would you expect that he'd feel sad that he no longer wanted to penetrate him anally with a toy? (Note - don't let him offer to do this in return for you doing it again. Men have prostates, which are very pleasurable when rubbed during fingering or anal sex. He may end up liking it far more than you will.)
Some people like anal. Some don't. Some like oral sex, some don't. Some like the taste of bananas or olives or broccoli, others don't. We like what we like, and don't like what we don't. No shame either way.
You said no, and in addition to that, you said you don't like it, it makes you uncomfortable. He is continuing to push for it. That means that his want for anal is bigger than his concern for your comfort, your pleasure, your care.
If you didn't do it with condoms and lots of lube, like Annie said, you absolutely should have, along with LOTS of prep and stretching. Even with all of that, it can still be really uncomfortable. (If you didn't, no wonder it hurt and you didn't like it, because he didn't take the time to learn how to do it first.)
When you say no, it's not a negotiation, especially in regards to anything involving your body. "No" is a complete sentence. Learn not to feel bad about that. If he doesn't respect your "no", that's a red flag.
Also, you said "Breaking up is not an option," meaning that you've read between the lines in his passive-aggressive little remarks a subtle but implicit hint that you'd better do anal sex or that will be it for the relationship. Yet, it might not be that he actually feels that way. Why not bring some fresh air into the conversation and just ask him straight out if all this begging for anal sex is him saying it's a requirement for having a long-term relationship with you, because you aren't going to be wanting it. My guess is that he prefers the relationship even if it means no anal sex. But if he says it is a requirement, then you have some thinking to do, and so does he.