Blanket as a pillow, is it really bad?

So I suffer from a lot of shoulder pain. I do use a pillow but when that causes too much neck and should pain I use a blanket I fold to match the space between head/shoulder/mattress. I would say I spend half the year with a pillow and the other half using a blanket. Sometimes no blanket at all if I’m really in a lot of pain. I’m not sure if that is truly bad, but it could be because I guess it has less support than a normal pillow? I just haven’t found a pillow that isn’t $100 that might fit my need for the rectangle ish space between my head and the mattress

Edit because my post didn’t make a lot of sense cs typos.