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Unlike the previous versions these lockable models look more promising:

1- The Steel Anal Lock

Size: Measures approx. 5.63 inch overall length, 2.25 inch long expandable bulb, Collapsed Bulb has 1.8 inch max insertable diameter (5.5″ in circumference), Expanded Bulb has 2.58 inch max insertable diameter (8″ in circumference)
Material: Steel, Rubber

2- Deluxe Chastity Anal Plug

Size: 5.3 inches in total length, 4 inches insertable, 1.6 inches in diameter at widest point when closed, expands to approximately 2.75 inches in diameter when fully opened.
Material: Steel

While the first model still has a questionable design (too long protruding rod and too narrow expansion), the second one definitely deserves to be tested. It should be quite tough to pull out a 2.75″ (7cm) wide plug. And since it does not protrude far “outside” it can be worn under clothes.