I have the same issue, and I was going from left to right all night long because of pain. I have been going to a physical therapist because my left hip is having a lot of pain (I previously had a frozen hip and am hypermobile, so relaxin is having its way with me). She recommended a knee pillow. It really has made a difference. I will say the first night it still sort of hurt because I was getting used to it (and I am back sleeper so this whole side sleep thing does not come naturally), but it is making a big difference. Here is a link of the one I bought, but there are a bunch out there: https://www.amazon.com/Knee-Pillow-Side-Sleepers-Alignment/dp/B07HD3CRG2
I did use the C-shape pharmedoc pillow, but I was getting way too hot while sleeping. This between the knees pillow was a nice back up.
I had similar pain, and I ended up going to PT because I was going to blow through our deductible and out of pocket maximum this year anyway (we live in the US), and it made a tremendous difference for me. Also, my PT recommended, and I use it every night, this type of pillow (you can get whatever brand) https://www.amazon.com/dp/B07HD3CRG2?psc=1&ref=ppx_yo2_dt_b_product_details
My pregnancy pillow is cozy but I’m in much less pain with a knee support pillow and a neck support pillow. (Those are examples, not sure if they’re the actual ones I have.)
I have hip pain too and have been going to a physical therapist. She recommended getting this, a Knee Pillow for Side Sleepers, https://www.amazon.com/dp/B07HD3CRG2?psc=1&ref=ppx_yo2_dt_b_product_details (or something similar- there are a bunch on the market). It made a huge difference for me after a couple days.
To which? The pillow I am referring to is below https://www.amazon.com/dp/B07HD3CRG2/ref=cm_sw_r_cp_apa_i_uVlhFbE8QKDSH
Back brace https://www.amazon.com/dp/B00ZN0HZ78/ref=cm_sw_r_cp_apa_i_dWlhFb2W76N73
I can ride with the back brace and both have saved my back.
Check out this link. This is a big part of it.
Your brain stays half-awake when you sleep in a new place
As for a more comfortable sleep. I am a side sleeper. I used to get black and blues on my hips with a sleeping pad. A hammock has been a huge upgrade for me. It is really the only way I get a good nights sleep on the trail.
For all sleeps, hammock, pad, at home, I highly suggest a Knee/Leg Pillow. At home, I use Foam Knee Pillow (Sooo many on amazon) and I love it. Have a hard time sleeping without it.
On the trail, I used to use a balled up fleece or clothes in a stuff sack between my legs. I upgraded to an inflatable pillow. It's worth it to me.