Hi there, i use a double wedge pregnancy pillow and i used to get hip pain. The wedges help supported my back and growing belly, but wasn’t helping with the hip pain. I kept modifying every night with additional bolsters, cushions etc., and finally found that i can hug my bolster when sleeping on the side but my lower leg needs to be straight and only upper leg bent and hugging the bolster. It took me a while to find the right positions and I now have 2 pillows for my head and neck, 1 bolster, the double wedge pregnancy pillow, and another rectangular cushions that supports my bum when I sleep on the side. I dont think you used the pregnancy pillow wrongly, but you might need to find extra pillows or adjust the support towards your pelvic area.
Bernadette Yins