I would recommend a few quality morphs for the pillow made in Blender and go from there.
Physics also possible but would be lot more hassle to tweak it specially that pillow would be trapped between hands and the head at the beginning.
Pillow should be a single material quality mesh with mostly flat bottom. Physics map pure white.
Gravity disabled for soft cloth, Solver Frequency to max (1200), Drag and Dump to 0.9. The rest of the setting do not matter much.
You should be getting something like this:
![https://forum.reallusion.com/uploads/images/a2ab00d8-57ec-47d5-a437-83d0.gif](https://forum.reallusion.com/uploads/images/a2ab00d8-57ec-47d5-a437-83d0.gif)
If you also have long hair which should not go through the pillow/bed, then physics has to be set in stages.
Fist, all should be well animated and pillow soft cloth baked and disabled.
And then a set of collision shapes staged and possibly animated so that har stays relatively above pillow/bed surface.