No probs. I've read that a dollop of lube put in the head of the condom can improve sensation.
I find that the coldness of the lube when it goes in makes me lose an erection. If you put loads of lube in feels like a wet wank, I would avoid putting lube inside in case it caused the condom to slip off, although some enjoy lube inside a condom.
Never used a femidom so can't say. I heard they sometimes pop out, but that could be nonsense.
Would rather wear a condom than without, even in my private civvy relationship life. I like OWO and do feel less with a condom on. I'm so use to wearing a condom during sex I don't miss it without, even if the sensations are greater in bareback it's not worth the risk. I've only had one bad one were the condom was too small and it left a ring mark on my cock like tying an elastic band round it, not sure what brand I think they were in a clear packet, but I think they'd be small on anyone.