Hey Ashley! Sorry to hear you're not stoked with your fibres, it sounds like you're using a lot more than you need. Nut Job should definitely not come out on your pillow nor go everywhere when you're applying it. It is designed, however, to come off easily when wet so that it can be easily removed when you wash your hair, ready for a fresh application. Perhaps try applying a small amount at a time? You might find you need a lot less than you're currently applying and that could solve your issues.
Alternatively, it sounds like our Rootz Waterproof Hair Loss Concealer & Grey Root Cover might be up your alley? It's a compressed power that you brush on to thinning areas, so there's no possibility for it to get anywhere but where you brush it on. Also, as the name states, it's waterproof! So doesn't come off if it gets wet (you can even swim with it in!) and is harder to rub off generally.
Hope this helps, please don't hesitate to get in touch if you have questions or we can help further :)