First of all thanks for your advice!!!
About your questions:
"Do you always have these talks while in the heat of sex, or are you talking while you're both clothed, relaxed, and focused? Are you sure that Anitta knows that you love and desire her, and want to share this adventure with her rather than replace her? Have you built a foundation of love, trust, and open, honest communication?"
After fantasizing only during the sex at the beginning, we started to have these converations in a not sexual context. Laying in the couch, in a pub and so on. Focused.
I cannot be 100% sure that she is secure about me not replacing her, but I would totally bet that she is secure about that if I had to. I'm glad to have built from the very beginning of our relationship, a completely honest, trustful and open relationship, we can talk about any topic, really there are no taboo topics for us.
I am reading a book from Tristan Taormino, called opening up. It talks about non-monogamy, the experience of many different couples and the common aspects to different kinds of relationships. Ocasionally I show to her some passage on the book. She told me that a possible problem is that she is a little bit afraid with the idea of having sex with other people, so we decided to define clear boundaries, for example, flirting and kissing is ok, sexual touchs with others, sex in swinger clubs only between us and so on.
For me doing only this would be amazing, the problem is even after we agreed about doing that, she didn't change her mindset about it. She is not proposing anything, she even refused my invite for going to another swing club last weekend. Well, it seems clear that she is not into it, my doubt is: She definitely doesn't want to share this with me? Or she is only processing all the stuff? Should I ask for a definitive answer, even if it is a NO? This undefined situation is killing me.
Anyway, I really appreciate your advices.