I also use the nasal pillows on the Swift FX mask.
A couple of problems that I've had include putting the mask on upside down (yes it is possible) and also with the inner layer of the nasal pillows inverting. Both of these caused an increase in leakage (I just look at the display on the unit).
Other issues I've had have been with poor placement of the pillows or them getting shoved away from my face when I lay on my side.
I've had the unit for a bit over a month now and have gotten used to checking for / adjusting so that these issues aren't a problem.
My new FX had worked great for a couple of weeks so I was very disappointed when the leaks got out of control. After reading Andrews comment I immediately checked my mask. Sure enough I had cleaned it and reassembled it upside down. Thanks Andrew.
This mask is the best I have used including the Swift II and the Liberty.