This may be due to anxiety/panic breathing, acidity/reflux, allergy/asthma, or anemia. Since it is more while lying down and improves with 2 pillows, reflux or breathing-related issue is possible.
consult a physician if it repeats. Check CBC,
thyroid, ECG, and chest/lung evaluation if needed. Avoid heavy dinner, caffeine, and lying down immediately after food.
Go urgent if severe breathlessness, chest pain, fainting, blue lips, wheezing, or oxygen