In his comedy act, Ricky Gervais shows examples of homosexuality in nature, all of them from the book "Biological Exuberance, animal homosexuality and natural diversity" by Bruce Bagemihl. One of the examples is homosexuality among dolphins, having anal sex or "blowhole sex" (from minute 8:40 in the above video) depicted in a figure from that book:

Are there reliable sources other than that book that have recorded dolphins get their freak on with nasal cavity sex?

And do they do it during heterosexual sex as well?

Just to emphasize, a dolphin sticking his little man in the blowhole of another dolphin is like a human sticking his little dolphin into another human's nose.