So. I haven’t sewed in all the ends but everything is attached and works how I hoped. I was wrong the parts weren’t too small but ok so it now folds in 3rds not the original quarters I had intended but 3rds is easier to fold
So yes the secret is that the back of the blanket has an inside out pocket which you can use for feet when using it as a blanket and then fold it up as a pillow or you can put a smaller pillow in the pocket and wrap yourself in it.
Tada. A few ends to do but I’m really pleased with it.