Sore in Sphincter Area

I have had that many times, and it has been due to various things. Diet can effect me. For example, spicy food with capsicum or even too much black pepper. My theory is that the toy brings out whatever trace oils that are in the rectum, and puts them into contact with the sphincter, thus irritating it. Lube for me is a problem. Oil based lubes (like yours) and glycerin lubes irritate me, the former creating a stinging or burning similar to spicy food, and the latter causing discomfort further up. I can only handle non-glycerin based water lubes (hard to find) and silicone lubes (doesn’t work with silicone toys). Another thing that causes discomfort for me is douching, and then not waiting long enough before applying lube (at least 30 minutes). I rarely douche any more because of that, and just follow my bodies cycles, except when partaking in pegging/fisting.  

I recommend you experiment with diet and lube, if you haven’t already, as well as not douching, if you do currently douche. 

Glycerine is a humectant. It draws water to itself.

That means, when it's used as an anal lube it will draw water from the lining of the rectum. For many people (myself included) that causes irritation.

I never usually have irritation from oil based or silicone based lubes.