I've had an orgasm forced out of me while locked. She used a vibrating prostate toy and then massaged my taint with her fingers. My whole body was shaking - it was extremely intense. I've never been able to replicate it though.
I've cum in chastity with anal play. Not something that happens every time, but if the stars align I can release some cum. It's not as satisfying as a regular orgasm though and I it is very short lived relief.
Cumming only from pegging or anal play really fucks me up emotionally too. I'm desperate but just "came" and knowing I will remain locked for days or weeks still makes me want to cry.