All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and Messenger.
If what you mentioned about your husband is true, then he is greatly afflicted and it consists in a deterioration of his Fitrah (the natural predisposition upon which Allaah created mankind) and his falling into sexual perversion.
You stated that he seeks to take the position of a female in bed, and he prefers that you be on top of him during intercourse. Even though this is the most minor point that you mentioned about him, proper conduct in intercourse, which agrees with the Fitrah and the Sharee‘ah, includes that the man positions himself on top of the woman, not the other way around.
Ibn Al-Qayyim said in Zaad Al-Ma‘aad: “The best position for intercourse is that the man gets on top of the woman after foreplay and kissing; it is for this reason that a woman is called a "bed" (Firaash, Arabic), as the Prophet, sallallaahu ‘alayhi wa sallam, said: "The child belongs to the owner of the bed"; this is an aspect of the highest degree of a man being in charge of the woman; Allaah says (what means): {Men are in charge of women.} [Quran 4:34] The worst forms are when the woman gets on top of the man and he has sexual intercourse with her while he is lying on his back; this is contrary to the natural way upon which Allaah created the man and the woman or, rather, the male and female genders. There are disadvantages to the man being on his back and the woman on top, such as the semen not being fully released, as part of it may stay in the penis and become rotten, so it is harmful.”
Also, the fact that he wants you to address him as a female, and that he wants to wear feminine clothes, all this is evidence of the corruption of his Fitrah. Ibn ‘Abbaas said: “The Prophet, sallallaahu ‘alayhi wa sallam, cursed men who imitate women and women who imitate men.” [Al-Bukhari] For more benefit, please refer to Fatwa 175711.
What is even worse than all this is that he wants you to penetrate his anus with something; this is evil and consists in a form of homosexuality, and it is not permissible for you to obey him in this. Please refer to Fatwa 90583.
Indeed, you are right to consider all these behaviors to be serious and abnormal, and this is evidence of your faith – Allaah willing – so be firm on this, and be keen on advising your husband in a gentle manner in light of what we have mentioned. You should remind him that such reprehensible conduct is not appropriate for a man who claims to be religious, and you should supplicate Allaah to guide him and allow him to repent. If he improves, then this is what is desired; otherwise, separating from him is better, because staying married to such a husband is an evil. So, you may ask him for divorce (if he does not change), even in exchange for compensation; Al-Buhooti from the Hanbali School of Fiqh said: “If a husband abandons one of the rights of Allaah, then it is desirable for the wife to seek Khul‘ because of him abandoning the rights of Allaah.”
Allaah Knows best.