I have had hemorrhoids before, but never during or after anal play. Actually since they where removed in a clinic back in 1992-94 or so I have not had them since, except for an occasional little one that of the counter medicine takes care of.
As far as lube. I always use lubrication as mentioned by other members here, I have tried a few different brands and personally I like Astroglide and H2O both liquid and gel variety, all water based. I am not even starting without any kind of lube, even for the little toys.
Now how long your sessions should last, ??? My Sunday play session is 2hours each time, usually twice that day.
My "training" sessions are usually about an hour or so. Every day unless I am just plain tired.
With training session, I still play and have fun but the main purpose is to practice bigger sizes, and getting used to handling them.
And as far as the hemorrhoids are concerned, I have heard stories of people inserting objects to push the hemorrhoids back in, which I don't think works... but that's my thought. When I was younger I was told I did get hemorrhoids because I sit on cold surfaces (metal work bench at school) and the cold metal was the reason. So I am just thinking out loud here, perhaps you are using cold toys or no lube?
Before my sessions I clean the toys and insert them in warm water to make them warm, which, to me, feels better when I play.
My 2 cents, but I am not as experienced as others here, my butt is not your butt. š