Help! Never had erection in company of a woman

Hi,
I am new to this forum, and will try to break this into easy to read paragraphs for you.

I really need help!

I find that I am now well past 40 and have never really been able to overcome the problem of never being able to have an erection while with a woman. I assume that this is sexual anxiety. At least, it what it seems to feel like.

Fortunately, by the grace of God - I am not a virgin.
How is this possible? - Around the age of 20 or 21, I met an older woman at a party. I was chatting to her and was getting on pretty well.

She ended up taking me to a bedroom in the party house. I was feeling anxious and my penis was cold and flacid (no erection). - However, she grabbed my penis and inserted it into her vagina.

She was laying on her back. While rubbing her legs across mine, and rocking her body back and forth, causing my penis to rock back and forth inside her, I gained an erection. Apparently (according to her) my performance was very good - I seemed able to last a long time

The trouble is, I have never really experienced an erection in the company of a woman since. It would seem that the only way to do it would be to repeat the type of sex I'd had before.
- I expect you can now see the problem. Can't exactly put on a condom prior to penetration, because I can't get hard before I put it inside.

I have already tried the following:
• Psychosexual counselling (helped me a lot, but didn't fix problem)
• EMDR (helped me a lot, but didn't fix problem)
• Spiritual Healing / Alt medicine (helped me a lot, but didn't fix problem)
• Cosmetic Surgery to 'try to' improve my facial appearance (an attempt to become more attractive to better looking women. No real change.)
• Jelqing / Penis Exercises, designed to increase penis size and improve hardness and sensitivity of penis (this actually works, but didn't fix problem)
• PC Exercises (or Kegels), designed to improve chance of gaining erection, and causes explosive ejaculations (this actually works, but didn't fix problem)

What I can do:
• Maintain an intelligent conversation with women, make them laugh, they seem like my personality
• I can get an erection in bed - and masturbate, ending with ejaculation
• I can masturbate to porn (but I have stopped using it since watching Philip Zimbardo TED Talk "The demise of guys". Look on blog 'yourbrainonporn')
• I am fit, exercise, and am in good physical shape. My penis is not small - in fact it's at the larger end of average.

What I am considering:
1. Seeking help from a 'Sex Surrogate'
2. Seeking help from an 'Escort / Prostitute'
3. Go travelling in a country where it's very easy to get laid, like Thailand or Philippines, etc.
4. Buying a Fleshlight STU (Stamina Training Unit) (a male vibrator)
5. Buying ebook by Will Freeman "How to ***** Women Properly" (revolutionarylifestyledesign com), because of the words "How to destroy sexual anxiety" on his product landing page.

I feel my situation is very depressing - I'm aware that the clock is ticking and I want to have a normal sexual life.

Any advice would be greatly appreciated.