I've played with making a story about an alternative world were Futanari was the primary gender, with males being rare (~12%) of the population and pure females even more so (~3%).
As I developed it, I determined futas needed ruts and heats to work effectively. But this started going to close to...
The only thing I can think of is Degrees of Lewdity, set your MC as a female and all NPCs as female. Even then, it's a stretch that this will give you the satisfactory anal focus your are looking for.
Knives with a story are my collection preference. My favorite is one with a handle made from petrified wood.
I would like to start collecting shields, fantasy and historical, but I haven't had luck finding a vendor.
I've been hearing good things about The Fixer, but I haven't tried it yet.
Else maybe Elven Conquest: Elf Trainer. It's male Protagonist, but two elf lesbians have anal scenes
Seeds of Chaos has one of my favorite futa scenes, but the game is not focused on futa.
Misty's Shining Blacksmithing has had my interest, but I haven't finished it yet.
Mira and the Mysteries of Alchemy was short, but nice.
Holy Knight Ricca - character customization, a lot of content (though some harsh lewd scenes are unavoidable), fun gameplay, interesting story.
Good Girl Gone Bad - a lot of paths to explore fairly organically with plenty of nice scenes. One of the few lewd games I replayed.
It has to be a specific kind of futa for me. Monster/horse cock are too extreme. Also, any testicles also ruin it for me, that just becomes Trans. There's a fine line of fantasy and erotica that hits perfectly. Since I prefer lesbians for the most part, futa gives that extra intimacy in a scene.