She said that she was never with a man. That is not a claim of virginity or denial of copulation. That just shows she continued to believe that the stranger in the night was an angel.
No, it could mean that she was fucked in the ass. Which is, so I hear, pretty common in the Muslim world so that the girl actually stays a virgin. She also could have blown him and put some jism inside her, or he could have come just at the hymen and jizzed inside her.
You're trying to say that everyone there was really stupid, Jo for not being able to tell that his wife wasn't a virgin, and Mary for not realizing, or lying about, that she was with a man. My version makes people look human, and is way more realistic.