There have been a number of guys come on here with the opposite problem to what you have; and for the most part it could be put down to heavy handed masturbation making it hard for them to get off through PIV sex, because they become used to the strong sensations a hand can produce.If you were careful not to over do it and end up with that opposite problem it may help your situation. So frequent masturbation may help you not only to learn control ( edging) but help to quench your passion so to speak.
Other things you can do are keep changing positions, as the time it takes to change can give you a short break from stimulation, letting you cool off so to speak. Try as many different positions as you can think of, and see if there are any which don't do it for you quite so much. so you can use this position to start with and switch to one which turns you on more to finnish; you may of course like them all as much as each other, but it may be worth a try.
If you get more stimulation from what you are seeing as many guys do, you could try being blindfolded; but again some people find that more of a turn on.
Try the old trick of thinking about something other than what you are doing, eventually you can learn to control the intensity of your sexual thoughts during sex, if you keep trying.
Yes pelvic muscle exersizes can strenthen your erection; but do you clench your pelvic floor muscles during sex in an atempt to harden your erection ? doing this increases the strength of your erection at that moment, and so can make you come faster, if you do, you can try not to do this during sex, it may help. You may find that doing several of such things at the same time will give better control than just trying to use one.
Find out if there are any thrusting techniques that give you less stimulation, such as short and shallow in between slow, longer deeper thrusts, or full withdrawal after each thrust, or full penetration and more grind your hips than in out thrusting, your OH may like this, as if you get it right it can give good clitoral stimulation, and give you minimum stimulation on your shaft.
You don't say how long you last but, I remember LH Jess commenting a while ago that the average is only 5 or 6 minutes. It can be as much about all the other things that you can do in lovemaking, rather than just concentrating on PIV sex. It's just getting your head round it' as nature tells you that PIV sex is what you should be doing.
Put some oral on her, etc, inbetween possition changes, to keep her going, and give you time to cool off. Sort of foreplay in short spells, between short spells of PIV sex.
Can you go several times in a session, or are you done after your first climax? Many guys find that they take longer each time they go again. getting off at the start from oral on you or masturbation, then focusing on foreplay for her; and come back to PIV. Also masturbating just before sex for the same effect.
A penis pump will improve blood flow and help your erection, combined with keggels.
If you are still having trouble, it is worth noting that it likley won't be an instant fix, it will be something you have to learn over time, and with continued persiverence. A one time fix is not likely I'm sorry to say.
Cock rings: you could measure your girth and check on the size of a ring before buying. Also LH cust care will be able to help you with how soft the material of the ring is; sounds like the one you got was to small for you, and or not stretchy enough for your comfort.
I have experience of the adjustable ones coming loose, especially when things get wet, and also if you tense you pelvic muscles, and your penis is one to increase in girth a good bit for a second, when you do this.