An everyday English word carries a Latin cushion inside it.
Pillow reaches back through Middle English pilwe and Old English pyle to Latin pulvinus. A familiar everyday object can carry an old borrowing whose spelling has changed enough to conceal the connection.
This selects the forms given in the dictionary; the German relative is not a required intermediate stage.
Source
Merriam-Webster: pillowWord History supplies the selected route and marks pfuliwi as a related form.