Feeling worse using nasal pillows mask?

I have been using the P10 pillows for the last few days - as opposed to full face mask. They are more comfortable to wear while awake, and more quiet, but I wake up feeling very sore in my neck and shoulders. I also wake up feeling less refreshed and with somewhat of a headache.

My leak rates are good and my respiratory rate graph is very smooth throughout the night, so I am not sure exactly what is going on. My guess is that I am somehow rolling around in my sleep, or, I am sleeping more deeply so in one position for a longer amount of time than before.

Nasal didn't give me proper sleep due to leaking out of the mouth. the bubbles and or mouth leak would disturb my sleep, and possibly confound the apnea sensor. after getting the ultimate chin strap my sleep improved greatly. If you have dry mouth at all or are waking up at night that you remember I'd suggest looking there. in fact without the chinstrap my leak rate was 11-24, with the chin strap my leak rate is now 0, meaning almost 100% of my leak rate was mouth leak.

I don't really get dry mouth but I guess I could be exhaling through my mouth often. I do remember waking up quite a bit so I assume it's pretty restless sleep.

Correct, and improper sleep can actually reduce apnea's because you never get to the deep sleep state that you are supposed to get to that would cause a higher apnea rate. the initial onset of the apnea and or mouth leak rouses you, and you may start breathing in less then 10 seconds of apnea... and you never really notice the apnea and the machine may not count it. so be aware that partially successful treatment may go to deeper sleep and temporarily raise apnea's until you get the pressure just correct.