I used a ton of pillows when I was pregnant. I used one between my knees, one under my belly, one to "hug" and one under my head. With my last pregnancy, I used the pillow that is shaped like a "C" and hugged and put it between my knees and under my belly and that helped. As for the peeing, that's just part of pregnancy.
With my 1st pregnancy, I used the breath right strips b/c I felt like I couldn't breathe well and that helped a TON!
I remember getting nervous towards the end thinking "If I can't sleep now,I know I won't be able to sleep after the baby comes!" Hang in there!