Of course you have not had an orgasm if there is very little foreplay. Some women never have orgasms, but it sounds to me like you still have a chance. I am surprised to hear the two of you don't explore all avenues of sex that the two of you could share. You say your husband is concerned about you not having an orgasm, but if he is doing a wham bam, thank you Ma'am, then what does he expect. Maybe he is as inexperienced as are you.
Oral sex is one way many women achieve orgasm when they can't achieve one other ways. I don't know if the two of you are repulsed to oral sex, otherwise why would you not have tried it? Foreplay is the most exciting part of sex. It is something that should be done slow and deliberate. It is something that should be like an exploration.
Your husband should be starting with kissing and work his way to your neck and with his lips, and tongue begin exploring your body as if he is searching for something fragile and precious. While softly kissing and brushing your skin with his tongue he should be listening to your body for movement, reaction to what feels good to you and when is exciting you. He should begin working his way down your body and taking his time to explore every inch of your body, and wow I could go on and on, but they may cut me off here, but hopefully you will get the message, and he will to.
Another thing you could do is explore role playing games, fantasies. One thing that can bring excitement in your bedroom would be for the two of you to take a role as someone, such as a knight rescuing his princess maiden, or the fireman saving the woman from a burning building, or many other things, the ones that would wind your watch so to speak.
Another thing would be to go off somewhere together even if it is a hotel/motel in your own area. Sometimes just getting away from what is normal would be something new and exciting, but the main thing is your husband has got to start slowing down and making sure he is actually attending to YOUR needs, and not just his own. Men will get lazy if you allow them to, and you need to make sure he is focusing on your pleasure, it is your job to worry about his. It sounds like he is mouthing concerns in stead of doing anything about it. Make him put his mouth somewhere other than saying he's sorry.
I hope this helps. Good luck, and keep us posted on how things go. Good luck, and great sex!