Are there any Analog pins on the mega that can not be used as Digital?
No, the ATmegaXXX0 has no analog pins without GPIO capability.

Additionally, the ATmegaXX8PB adds GPIO capability to the other analog pins plus a couple of the supply pins, so if you can convince someone to slip one of those on instead then you will gain two GPIOs (a respin will be required to access the ones on supply pins). Note that the core will also need to be modified, but it's only a couple of quick changes.