I haven't fufulled them, but there are ways to do thrusting DP.
For M/F couples, most 2-strap dildo harnesses can be worn by a man with the dildo mounted above the penis. Insertion takes a bit of care, but this seems to work pretty well from what I've heard. Ther's even a harness that has a cutout to make it more comfortable for men (the Ulti-Mate harness
link ). You can also use a handheld toy or a hand harness (
link). I have seen pictures of special harnesses for women that mount two dildos for DP by F/F couples, but I can't remember exactly where.
If your partner is OK with anal play and has a strong sphincter you can try a double dildo such as the Feeldoe, Share or Tango with the pony end held in the anus and the dildo projecting through the legs (the Nexus doesn't work for this because there's not enough of a bulge for the giver's anus to grab onto, so it falls out). For the other penetrator you can use his penis (if applicable) or a second dildo in a harness (or second strapless double).
I'm not sure about the double erection keeper type of idea. When a dildo is mounted below the penis there isn't much for it to bear against during thrusting, which means it's more likely to slip out and/or be difficult to control.
The methods above have dual thrusting objects, but don't discount non-thrusting toys. A buttplug or stationary dildo inserted in the anus will be bumped and move around during sex, will feel pretty darn good, and is probably the best way to start.