Here's a real-life scenario where protecting the identities of participants was really important. Jenniferwas researching dating practices in a Middle East country. One of her participants Selwa described how she was engaged to a man Hassan and had sex with him during the engagement. He later broke the engagement off and Selwa was unable to tell her parents and worried about her ability to marry after losing her virginity. Selwa later married and never told her husband or her parents what had happened.
Jennifer was worried about protecting Selwa's identity and worried that it might not be enough to use a pseudonym as there might be contextual factors in her description that would enable Selwa's husband or parents to recognise her in the research. She decided to write about Selwa during her engagement and use a different pseudonym for writing about her married life without connecting the two. She also spoke in the research of romantic intimacy but did not explicitly say they'd had sex to further protect Selwa.