...it requires both of you being naked. does that automatically make it non-discreet?

"Please put your ..."
"Please insert ..."
"Please bone ..."

Nope, not coming up with a damn thing.

I'd say casually backing up to him and lining yourself up clothed. Writhe around a little and purr or meow, or better a sound he might recognize that you make during anal.

This theoretically should train him ;)

Actually I've had partners who've had different types of whimpers and moans for the kind of sex they were having. Also good for the male if you're a dom to train a sub to learn sounds so that you can have her communicate with you on a more bestial/feral level.

Have you ever seen the movie Belle du Jour? There is a lovely scene where Catherine Deneuve looks sweetly and brazenly over her shoulder and says to her lover "Sodomize me."

Somehow coming out of her mouth it sounded romantic and lovely.

Fuck being subtle. I say go for contrast. Make a nice vulgar request with the most innocent smile, and you ill floor them every time.