A.P.
Dear S.,
When my daughter was very young, I got one of the foam wedge pillows from a bedding store. I thought it was too big, so I cut it in half (if you have an electric carving knife, it is very easy. But it can be accomplished without one). I put the incline part under the mattress pad so it wouldn't shift around. She had a bad cold and needed to be elevated a bit to help with breathing and possible night-time vomiting (everytime she got a cold she would throw-up. I'm glad she's over that!). I got the wedge so I wouldn't worry about pillows.
She is now 4 1/2 and has been sleeping in her big girl bed for a year and a half. I can't believe it's been that long! She went right into her big girl bed because she helped her dad put it together. I got another wedge pillow, which I cut down a bit. Again I put it under the mattress cover. I don't have to worry about pillows falling out of the bed or my daughter getting tangled up in them or losing her lovies under the pillow. She can sleep on a pillow just fine, she is just used to her wedge.
It sounds like your son wants his head elevated a bit. Try a wedge pillow under the mattress cover. Then he'll be more comfortable and you won't worry.