Hi,
 I can understand your concern for your symptoms, 
the usual reason for painful coitus is dryness since you already tried using lube (hope you tried water-based gel _ KY gel) we can skip that issue and discuss other issues .
1.     Infection in the vagina can also cause painful sex and some times bleeding too. make sure you are not suffering from 
Pelvic Inflammatory disease PID you can do a routine 
ultrasound for diagnosing 
2.     Forceful sex can injure the internal structure and you can face pain every time you have sex
3.     Benign or malignant polyp. can be a reason need gynaecologist examination
4.     Foreign bodies can be a reason, due to the unhygienic method of sex and use of sex toys 
5.     Anatomical abnormalities
6.     
vaginismus - anxiety during sex can cause vaginismus which leads to 
muscle contraction and painful sex
7.     Eczema - skin disease causing painful sex 
8.     Deep penetration during sex can cause but you have already ruled out that issue 
9.     History of surgery.
Hope I have answered your query. Let me know if I can assist you further.
Regards,
Dr. S.R.Raveendran, 
Sexologist