Good luck with your cone of silence, my partner just got used to the sound of my cpap and after seven years she does not even hear it anymore.
I started on pillows and had far worse 95% and max leak rates....I'd move / turn over and knock them askew causing leaks that woke me up due to big blasts of air or I'd get the sheets too close to the diffuser and wake up due to the noise.
I'm currently trying out a Mirage Air nasal mask and I have found a few things. I can still get leaks, but they are much less...the nasal mask seems to anchor better/resist getting bumped around better than the pillows. Also, the different diffuser means less exhaust noise on the sheets or pillow...also helps in letting me sleep. Looking at my data, my leaks seem to be down a fair bit and I'm sleeping better (not getting the big leaks / noise waking me up).
Not every mask works for everyone, so keep trying to find the best one for you and how you sleep. But...I don't know that you'll find pillows to be better unless you're not a big mover in your sleep.