Wildcatsare1
Headphoneus Supremus
I have been wondering about whether listening to open backed headphones, whilst lying on a pillow is causing some of your problems. One of the key points for open backed headphones, is often said to be that they remove the potential for sound to be reflected back from the headphone case, to ones ear. I do wonder if lying on a pillow changes the sound signature, because some sound is absorbed by the pillow, and some is reflected back to your ear.
If you are looking for something with an open sound for bed use, give the Audeze iSine 20, in ear, open planar headphones a shot. Much more comfortable for pillow jamming .