Hi riya
Virginity got nothing much to do with hymen, you can even break it by cycling or if one plays lot of sports then also hymen can break.
Second, be advised that only some of girls bleed during first intercourse not all.
Third, how can you relate bleeding with matter of pride or shame, its really strange girl. Please be assured that tampons can not cause any such damage, tampon and male organ are two different things (in size, shape, thickness n stiffness) and don't serve same purpose in any case.
Most important, your guy can not make out himself that if you had sex before or not as it just takes a few weeks for female organ to take its original shape back. Masturbation is perfectly alright and healthy act which can not cause any serious issue till the time you physically abuse your body part or try anything extreme.
I hope i answered your question, if you still have doubts then please update community is there to advice and help.
Happy posting
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