charleysma, Normally a position that will take weight off your belly will be more comfortable. Spooning, doggy on your hands and knees and you on your back with your legs off the bed and him standing on the floor keeping your legs up.
It does sound like he should not thrush that deep. He might be bumping into your cervix. If you are on your back, you can use your legs or feet to push him back and prevent him from penetration to deep.
Alternative forms of sex can also be great - oral and fingering.
Best of luck!