Hi BreakAes,
You can find some pillow incormation and guidelines in the pillow thread here.
If a pillow keeps your head and neck in good alignment in all your sleeping positions then it meets your basic “needs” for a pillow but beyond this a pillow is a much more subjective choice than a mattress because most people are much more sensitive to the more subjective “feel” and response of a pillow.
Sometimes sleeping with an arm under your head indicates a natural response to the need for a thicker pillow. of course sometimes it can just be a subjective preference but as you mention it also comes with the risk of impaired circulation both because of pressure and because the shoulder isn’t in its “neutral” position.
Other than making sure a pillow meets your basic needs (thicker for side sleeping, in between for back sleepers, and very thin or no pillow at all for stomach sleepers) … I don’t think there is any way that someone can predict whether a pillow will work for someone else that can possibly be more accurate than their own personal experience.
The gel pillow from Costco would certainly be worth a try if its thick enough to support the “gap” between your head and neck and the mattress when you are sleeping on your side but beyond that it would be more about whether you liked the “feel” of the gel on top of the memory foam.
At the price and with Costco’s return options it’s certainly worth a try
A body pillow can also be a good idea for those who tend to be forward leaning or “twisted” side sleepers (half stomach half side sleepers) because it can help prevent twisting of the spine and the back discomfort or pain that can come from this.
Phoenix