Steps:
Go to https://purple.com/pillows/harmony
Either open the chat or call them, both method work great.
Complain that you ordered the pillow but there is a horrible smell coming from it,
you have washed it a couple of times with warm water and detergent and also left it outside a couple of days but the smell won't go off.
They might ask you to try again with a specific detergent or similar and come back in 24h, you can either come back in 24h or tell them you already tried.
Finally they will offer to replace the pillow, there is also a chance to ask you to return the pillow first but tell them that due to COVID-19 you are in self quarantine.

You pretty much got yourself a new high end pillow.
This has been tried by one of my friends that lives in the states and only with this product, other products from the company might work as well but haven't been tested.