But that was the point... why don't gorillas make pillows then? My contention was that making a pillow is actually difficult. I wouldn't be surprised if pillows were seldom used by early humans.
You (most likely) have two comfortable potential pillows distal to your elbows...
(I don't use any of these positions, but I most commonly nap on a heated wooden floor in an insect-free environment. Oddly enough, I also support my temple on the dorsal surface of a wrist; it had never occurred to me that in addition to comfort, it keeps both ears free?)