Same as bi1one, I've only done it with a 
dildo in her other hole.
Yes, you can feel the other shaft, whether in her vagina or her ass, you feel the other one especially if angled just right. The feeling drives her crazy, when she's in one of her ultra-horny moods and is uninhibited enough to enjoy. In her crazy moments with an ass full of my dick and her vagina full of 
dildo she'd say she wonders what two dicks would feel like. But most of her time is spent in a non-crazy state and she would not agree to it. 
She fantasises about two dicks, and I fantasise about the contact - skin of both man and woman, our balls rubbing together, even the mixing of our cum and eating it out of her. My need for a bisexual guy or a guy comfortable with the contact would probably limit the choices, sadly. There's so much to enjoy if we let inhibitions go.