Doesn't help you now, but the best thing I did was never buy a pillow. Typically my 4 month olds butt sits on my leg and she's more upright. Her head sits quite well in the crook of my arm.
You can buy inflatable feeding pillows. I bought one for taking on holiday, it was great.
I started practicing in the house not using a pillow from time to time till I build up strength my girl is 9m and 25 lb and long. Head in crook of my elbow and butt usually on opposite thigh to counter weight and try to lean back some so she’s more cross body to me and made sure baby is belly facing yours more makes more comfy to you both and see if that’s better positioning.
I use a baby blanket rolled up if I need a bit of extra support when out
I’ve tried using the nappy bag but it feels quite hard when he lies on it and I want him to be comfy !