Hi PK2018, and thanks for this post and your question - it is a good one.
From my experience and also reading what others have posted both here in our community and also on our COPD Facebook page - it would seem that the 'right or best' pillow will vary from patient to patient.
It doesn't seem to be based on brand or manufacturer as much as the height which seems to be important. Since you mentioned that you currently use two pillows, it sounds like you may sleep better when your head and upper torso are elevated. If that works for you, then you may want to stick with it.
I've had patients who prefer to sleep with several pillows (2 -3 is what I've seen), or elevate their beds, or even sleep in a recliner.
Again, this seems to be different from patient to patient.
You also mentioned that you sometimes wake up with a headache. That also seems to be a symptom that some patients with COPD raise as a concern, so you are not alone in that regard! I thought this article, on that very topic, might provide you with some additional insight: https://copd.net/symptoms/morning-headaches .
I do hope this brief reply has been helpful for you.
Wishing you well,
Leon (site moderator)