Hi calderon,
No … the wool would improve temperature regulation and have a more “relaxed” and less resilient sleeping surface compared to sleeping more directly on latex which many people prefer but it wouldn’t be a weak link in the mattress.
While a pillow needs to keep your head and neck in good alignment in all your sleeping positions on a specific mattress … the type of materials in a pillow are strictly a matter of personal preference not a “better worse” choice. There is more about choosing a pillow in the pillow topic here and the other sources of information and the posts it links to that may be helpful.
Phoenix