Be sure that the longest part of the opening in the pillows is aligned vertically up/down, not sideways. After you check that, then be sure to turn the pillows just a bit, so that the tops of the openings are pointed slightly toward each other.
I wish I could tell you for sure, but I don't know. Sounds like a larger size of nasal pillows might be needed. I have oval shaped small nares, but I find that the Large nasal pillows seal better for me. For some though, the next size down might do better.Now, does this mean the pillows aren't large enough if you need to pull the unit back so that it pulls the bottom of your nose back/upward (kind of scrunching it up) to keep the seal?
Often it's shifting headgear that causes leaks if the pillows feel comfy enough when you first lie down. Before I spent money on larger pillows, I'd work some more on trying to get the headgear to "stay put". A soft stretchy headband or sweatband might work better than the straps that come with it.
Another possibility is that the sliding adjustment part of the headgear spine up near the hairline might be slipping in or out more during the night. I've read of several people who find that adjustment doesn't stay "adjusted" very well. In that case, a piece of tape around it when you get it slid the way you want it could help.
Side note to qrlylox: using the straps does mean having to twist the velcro tip of one strap to make the velcro hold the other strap when the straps are placed in front of the hose the way I do mine. Or you can turn one strap all the way over, "wrong surface out" before threading it in at the back, to be sure it will lay flat all the way. Replacing those straps with a softer material like the stretchy headband you're thinking about would work fine.
I recall reading about a woman who placed a piece of foam under the front of the headgear, up near the top of her forehead. That made the entire headgear sit a bit farther out in front of her face to give a slightly different "tilt" to the nasal pillows below.
It's good that you have a different mask like your Activa, LI, to switch to....even in the middle of the night, if necessary!