Whatever you are looking for is what you are looking for. Just because it's not the path others have taken doesn't mean it's not the path for you.
But, what is true is the more that what you are looking for is different, the harder it is going to be to find it based simply on the numbers. It won't be impossible to fulfill the scenario you are interested in, but it certainly won't be as easy as the typical two couple swap where all play, which isn't always easy to begin with. So, just be prepared for what might be a long wait before you find it, but that doesn't mean you can't have fun along the way.
Online, make it clear in your profile what it is you are interested in. In clubs, do the same thing, be upfront with others right off the bat if they are expressing interest. Once you do make a few contacts with couples who like to play that way, things should easier as your circle expands out by getting invited to parties, online groups, etc. The numbers will be more in your favor then, so it shouldn't be as hard as it was at first to at least encounter a couple either online or in person that meets the first criteria at least of liking to play the same way you do.