I didn't use pins with Sunbrella. Back then, they didn't have WonderClips so I used the metal clips. If you pin the fabric (at least the one I used), the holes will not heal. That means you also want to carefully match your poly thread to the right needle (definitely wouldn't use cotton thread -- it won't hold up) so that the thread completely fills the needle hole. I used a topstitch needle. I've also heard of people having trouble getting layered Sunbrella through their machine. It worked fine on my old Singer, but that thing is a workhorse & I can put vinyl or 4 layers of denim through it no problem. Here's a link with good info on that & why having a roller foot helps (it does!):
http://www.sewingmachinesteve.com/Pa...Sunbrella.aspx
I'd use a synthetic fill (Mountain Mist Fiber Fill is my favorite) instead of a cotton so you don't have to worry about mold or mildew growing inside your pillow -- and if you're doing a batting, I'd go with a low loft poly (or a bamboo-rayon batt might work even better -- I'm allergic to rayon so I can't speak from experience, but the rayon batt should quilt similar to cotton). We also sprayed the finished product again with a UV sealant.
Should be lovely! We made a Sunbrella cushion for my grandmother's porch swing some years back. They've made a lot of changes since then & use that wonderful no-water dying process that I wish was used more with cotton fabrics so I didn't have that twinge of guilt about my lovely quilts destroying someone's drinking water in an economically-poor country. Good on Sunbrella for making a decision to promote water security! Really hope you can make the quilted pillows work.