Lane
You have a valid point about pillows getting jammed in ball screw. Besides that I have just measured spare pillow I have and its almost 50mm (2”) thick, it would not fit anyhow. The one in my coolant tank is a bit thicker; and quite disgusting. When I first started looking at the way oil problem I tried to identify exactly where the oil was dripping from without any definite conclusion.
Thinking aloud here, I wonder if when you put it to bed for the night you park table as far forward as you can and place small dish under where you think “Y” ball nut would be. That may capture oil from the “Y” ball nut. For the “X” and the table I have multiple layers of cloth/paper industrial wipers laid in front of machine stand on both sides. This oil does now drip down onto Streamliner panels where I now capture it with more wipes.
I now get very little in the way of chips in the drain basket, so I have sealed it to stand. Any chips that do get in there I remove with vacuum. So I’m thinking a shallow tray the size of the pillow with short legs underneath, positioned in settling tray with pillow directly under drain basket may capture oil. Coolant may wash oil out, but might be worth trying as I have spare pillow.
Greg