I watched a documentary before.. Bed bugs infest very quickly.. I prefer you throw it away.. And get a new one.. I know it's costly.. But try to consider bout it..
You could find the documentary in youtube if I'm not mistaken... They put some meat to test.. It's quite disturbing.. So.. After the documentary I think you might wanna change your bed..
Expose your bed under the hot sunlight? Your pillow and everything they still come back? I mean really put them outside your house and expose them..