I know that I am a pretty extreme outlier on size, so this may not be relatable to many. I hope I don't offend anyone by posting on a size-related thread and try to avoid it in general. That said, I have also seen a fair few people on here saying they want 10+inches and huge girths to go with it, so I think going into some detail on my experiences could be relevant for at least those people, or anyone curious or perhaps disillusioned as to what it would be like. I will always advise trying to make sure one does not get Too big for the exact reason that sex can become difficult. Unless your current partner is onboard with your growth goals ofc. I have been with around 40 women where things progressed to the point of sex, about half of which actually involved what I would consider proper, thrusting sex - so I would say my sample size is decent. I am also going on about 5 and a half years now in a happy, monogamous relationship with my current lady.
As for oral sex, I've found oral at a large girth is very difficult for most women to undertake, and has been even more difficult than vaginal sex in some cases from personal exp. Disappointing oral abounded. My currently lady and 1 or 2 other abnormal sword-swallowers aside; most of the women who did oral on me could easily fit my head in their mouth. A few could get 1-3 inches past the head even, but Very few could fit me far into their throat. This was seldom due to length imo, and I would say almost solely due to girth. It was a quick trigger for the gag reflex and the stretch on the skin around the tonsils/uvula was too great. They would use their hands to compensate for lack of depth, but I've never been one for handjobs, and that was never something that did much for me sensation-wise during oral. As one can imagine it was very frustratingly-light sensations that felt more like a tease. Frustrating also for those who cared about more than just the novelty of it. I never had an orgasm from oral early on, despite some of them trying very hard and for a long time. Their efforts not being enough to make me orgasm led to some expressed insecurity and disappointment over it, and a couple actively avoiding performing oral because of that. It wasn't until much later on in dating that I learned how to make myself orgasm from such light stimulation. On a brighter note however, a few could take quite a bit of it orally. My current lady had troubles at first getting past her tonsils, but she has a strong oral-fixation so she kept trying religiously. She even had her tonsils removed to make more room for it and once that healed we found she could take most of my length after a few months of effort. She practiced by holding it in her throat while it was flaccid, letting the erection expand and stretch her throat - then pulled it out when it got too girthy, caught her breath, tried to take it a few more times before it got too hard, and then she waited for it to go back down to repeat. I would recommend trying that if your lady struggles with your girth orally but still wants to give you deepthroat eventually as it did help her a lot in getting her throat accustomed to the size. As I gained a bit in girth from PE to my current size (wanna say I was around 7.5-7.75 meg before PE but didn't measure girth back then), and when I have a strong EQ, she can take around 3 inches less now than she could before, though she still works on it like a trooper using the same technique. But a 3 inch loss in deepthroat capacity for girth gains was an unforeseen negative for sure. I imagine most people closing in on a rather large lengthxgirth goal will encounter this problem with their partner as well, and unless you just don't like being deepthroated or you have a lady who is down for the challenge, I would really try to pay close attention to when you are closing in on your partners throating limits. Oral just around the head is not very satisfying imo.
As for sex, a few people I dated decided last-minute not to even try to have sex when it came down to it. Either because they thought it was just too big from foreplay and oral or thought it would hurt too much. The majority at least tried to get it inside though, and about half of the women I've been with either didn't try, tried and couldn't fit the girth in for more than the head and an inch or two of the shaft, or (and for most) the stretch was just painful or unpleasant enough with little to no movement that they or I stopped the sex. And not being able to have sex can be a real buzzkill on a budding relationship. So the number of women I've been with that I've had proper sex with is probably more around the 18-20 range give or take what you can call proper sex. As for those who could handle enough girth for proper sex, I'd say the average depth seemed around 6-8 inches of penetration to bottom-out, with a few women who could take a bit more or a little less. So there does indeed seem to be some anecdotal merit to women being on average somewhere slightly deeper than the average male size. Important to also keep in mind though that they always did know my size beforehand, so one can assume that very likely skewed the women I encountered towards those who thought they could take a bit more or had a larger-size kink and would have deterred women who knew they couldn't take so much. So those averages could be rendered much less meaningful as the OP points out. The shallowest I could fit in was about 5 inches deep I'd say, and my current lady with years of practice being able to take more than anyone else by a long shot at about 10-11 inches vaginally depending on how relaxed she is.
I was always fine with taking things slow and never pushed for more penetration than they could handle, but when the fit was tight the sex being a bit "vanilla" or mundane for me because of being careful is definitely a big issue. You can't go fast without too much friction, or the pressure on her pelvic bone was too uncomfortable. If the girth was too much but she wanted to try anyways then this was a pronounced issue. Lots of lube and slow or shallow thrusting was needed or there would be some small vaginal tearing and a recovery time before trying sex again. However for the women I was with who could handle the girth right away or stretched to a comfortable state after a few sessions, then it was much less of an issue and we could go harder and have more normal sex. I've always been too long on the length side so my perspective might be a little different, but hurting them with length is something you usually have more control over in most positions. I can see it being a problem if you are both used to being able to take your size already while going HAM though for sure. For me length was less of a problem because I was already pretty paranoid about bending my unit during sex and injuring myself with having a lot left outside, especially in positions that potentially held their body weight against it or when they started doing curves, circles, or jerks with their hips. I had a girl early on doing cowgirl with a bit of weight leaning into it that bucked her hips real hard randomly and bent my shaft in a real uncomfortable/painful way that made me try and avoid that later on. But there has been many times where they relaxed more after a longer session and they would hit their cervix at a bad angle in cowgirl or doggy positions when we were going at it or thrusting in opposite directions at the same time. I think if you can find your lady's anterior/posterior fornix and try to avoid grinding right on the cervix in a couple sensitive positions (namely cowgirl and doggy) you can do some deep grinding without hurting them. It's the deep thrusting when the cervix starts to relax and hang down a bit that can get you into trouble. In my opinion the real main problem with too much length that seldom gets considered is that every inch you can't fit inside your lady during sex is an inch that gets little to no stimulation during sex. If you're already bottoming out in your lady or have some length left outside already, you have to weigh whether new gains are worth potentially less stimulation during sex. As long as most of your shaft can fit inside, I don't think it's too big a deal though.
That leads me to anal sex. Not everyone is down with it, and that is perfectly okay. To each their own. However when it comes to anal, in my experience, if they could handle my girth in the backdoor, then the length was almost never an issue. But that said, girth really really matters here. I've only been with 7 women who wanted to try anal, 3 of those 7 women backed-down from anal play after trying cause the girth was too intense a stretch, and another only liked it once in a blue moon cause she thought it was "enjoyable but too strenuous for regular play" and saved it for when she was really turned on. But the women who could handle the girth could take several inches more length than they could vaginally after some practice (granted my girth is less than my meg near the head and leading up to the base, and pretty uniform in the middle). This is also the only form of sex where full-penetration has been possible for me, and that is with my current lady. She was interested in anal and had plenty of toys to practice on. She had no problems adjusting from training plugs up to my previous size over about 3 months. Though during my girth training gains she noticed it was getting significantly harder to stretch around. For a while she couldn't take much anally anymore and went back to plug training. She did slowly stretch to be able to fit in the new girth again, though it came with a stern warning to stop gaining any more girth or else anal was off the table, and thus ended my pumping days
But worth noting that the larger your girth, the exponentially harder anal will be, and every mm gained is a sizable hurdle for your partner.
Sorry this post is so long but there are several downsides to being overly large and several forms of sex it can effect. The TLDR is that it doesn't take too much to get "uncomfortably big" with your PE goals for your lady for several forms of sex, even if you can still fit inside her, if you aren't paying attention to her limits.