I typically use 20" x 20" pillows. These are a decent size that work with most sofas.

What Pierre said.

Also, I would stick with down filled pillows which always look nicer and are also able to stay situated on leather better (in case they jump to the club chairs).

....also, great space!

I have done ergo evatulations for my job and I just redid my couch pillows for the same reason as you, too deep to sit confortable. I found that a longer rectangle pillow is very comfy for supporting my back and works very well when the couch is too deep. I also agree with feathers for fill. The feather pillows do not squish down as much so you get more support from them. Something like this shape:

[Browse more decorative pillows on Houzz[(https://www.houzz.com/products/decorative-pillows-prbr0-br~t_508)

Here is a suggestion from the web site I got my pillows from. Great prices for real feather fill:

http://www.kirklands.com/product/Home-Decor-Pillows/Pillows/Gray-Embroidered-Chain-Stitch-Accent-Pillow/pc/2284/c/2307/242231.uts

You also can take a look for lumbar pillows or just covers at Etsy .Get something with burgundy color to tie up to chairs.

https://www.etsy.com/search?q=lumbar+pillow&order=most_relevant&view_type=gallery

I had a grand time browsing the Kirkland site. Thank you Jamie :-)

Absolutely agree with using pillows that have down inserts. Makes all the difference on leather seating. But mostly I'm just posting to say that your home looks amazing. Love those ginormous vases and the modern, earthy vibe!

I like this layered look:

Since your sofa is wool, I would do velvet because then they won't slip down...As far as color--well what do you like? What color is your rug?

Great idea PennyDesign thanks! Like the layering, perhaps with texture. Pony rug is B&W. Like clean colours or jewel tone. Having said that like moody colours too (is that same as jewel?)