In general, no, your period should not come out of your bum. The pressure in your intestines is much higher than the pressure in your vagina, and that is why the fluids and air usually pass from intestine to vagina.
Is it the seton that is putting a damper on your "marital relations". I've had a small fistula for 4 or 5 years now and it doesn't bother me (well, the idea of having a fistula bothers me plenty, of course . My surgeon has said that sex should not cause any harm to the fistula. Especially once the epithelial cells have lined the fistula tract (you know, the earring hole has healed). I believe at that point the chance for having the fistula heal without surgery is near impossible. I never had the seton, maybe because my opening is higher up in my vagina. That also might be why it is not very bothersome to me.
How weird would this be if we were all suffering alone with a RV fistula and didn't have this board to share our common experiences. I've told some of my fiends and family about my fistula and it blows their mind that the body could even do something like that.