One of Stephen King's short stories might be 'The Boogeyman' which could potentially have some connection to a pillow in the sense of a child's fear at night while in bed with a pillow. It's a story full of psychological horror where the unseen entity preys on people's fears, and a pillow could be part of the bedroom setting that adds to the overall sense of dread.
I'm not sure if there is a specific short story that directly and solely focuses on a pillow. However, in many of his horror short stories, the bedroom - a place where pillows are commonly found - is often a setting. For example, in some stories, the bed with its pillows could be a place where the protagonist feels a sense of false security before the horror strikes.
Stephen King has a vast collection of short stories, but off the top of my head, it's difficult to recall one that is directly about a pillow. His stories like 'Graveyard Shift' are set in spooky locations, not really pillow - centric. But in general, his stories often play with the idea of the ordinary becoming terrifying. So a pillow, which is an ordinary object, could potentially be turned into a symbol of horror in one of his stories, perhaps in a more metaphorical way like representing a false sense of comfort before the real horror is revealed.
Chapter 99, "Life is Improving", is the clearest early answer because it turns Xia Hong's situation into a concrete plot event. Early on, Zou Yuankai's face wound was from last night; it was simply wrapped.... By the end, Until coal resources are ample, minor injuries will have to be....
Chapter 347, "Training And Touring", is the clearest early answer because it turns Lyone's situation into a concrete plot event. A useful checkpoint is the way the scene starts with The city of Greshan never truly slept. and follows through with He couldn't afford to break the boy.. By the close, You mad bastard!" This time, the boy didn't get up immediately., and the chapter closes with And this time—he remembered who he was training.
Chapter 137, "Attempt to Breakthrough, Dispute [Trinity]", is the clearest early answer because Great Leader finally turns buildup into a real advancement. A useful checkpoint is the way the scene starts with After listening to He Gang and He Meng, Yuwen Dao, who had been calm,... and follows through with The two turned to face each other, a strong sense of rivalry in their....
Chapter 466, "Departure", is the clearest early answer because it pushes Damien into a new phase or setting. The chapter gives readers a real answer by opening on Damien drifted in two spaces at once. and ending on The silence in Delwig was heavier than he remembered.. In story terms, the chapter closes with Because if he didn't grow stronger now, no one he cared for would survive what was coming next., which gives exploration a stronger narrative position and pushes the power growth onward.
Chapter 465, "Until We Meet Again", is the clearest early answer because it turns Damien's situation into a concrete plot event. It opens with Arielle stared at him in stunned silence. and closes on Whatever strength he has left to unlock—he'll find it faster in.... The key payoff is that the chapter closes with "Until we meet again., which gives this chapter's turning point a stronger narrative position and pushes the power growth onward.
Chapter 391, "Seal The Core", is the clearest early answer because it turns Godsthorn's situation into a concrete plot event. The setup is Dean Godsthorn didn't flinch as Dean Veyra stepped out of the..., but the pressure keeps building through Her eyes shimmered, not with fear, not with anger—but something far....
Chapter 52, "Intensified Contradictions [Breaking 1000 Thanks!]", is the clearest early answer because it turns Hong Gang's situation into a concrete plot event. A useful checkpoint is the way the scene starts with At nightfall, from the time they left Rogel Camp until now. and follows through with I have urgent information to report to him..
Chapter 413, "They Usually Do", is the clearest early answer because it turns Damien's situation into a concrete plot event. It opens with Well, I guess that's all." Damien turned to Arielle and she responded... and closes on One by one, they collapsed into heaps of lifeless rubble.. The key payoff is that the chapter closes with Damien sensed this and grinned. He actually wanted them to know.
Chapter 420, "No Peace For The Wicked", is the clearest early answer because it turns Damien's situation into a concrete plot event. The setup is But Damien's gaze swept over the fallen men, his thoughts darker., but the pressure keeps building through Predators breeding in the cracks of Delwig's safety..
Chapter 431, "Leaving At Dawn", is the clearest early answer because it turns Damien's situation into a concrete plot event. The chapter gives readers a real answer by opening on The interrogation chamber beneath Delwig's military quarter was built... and ending on This is a body mimic." The prisoners stared in horror as if only now.... In story terms, the chapter closes with Her voice dropped to a near whisper.