Onzonated air, preferably dried air works fine. There is no advantage in ozonating pure oxygen for anal or ear insufflation. Running pure O2 through an ozone generator results in higher concentration of O3, something you don't necessarily need.
Apart from some nitrous oxide , if the air is humid, I would like to know what "harm" ozonated air could cause.
Some internet sites are out to sell unnecessary stuff. The cheapo $50 ones work fine. Just dont run them for more than 10 minutes at time.