Can crossing legs and masturbation with pillow affect hymen?

No: External thigh pressure on a pillow will not break a hymen, if it is intact to begin with. The hymen is basically a thin layer of tissue which acts as the door to the vagina. It usually has a hole in it to allow menses to flow. Anything finger size or larger pushed through that hole would tear it. However, some women are born without one or lose it in non sexual activities in life.

No. No worries.: No worries. In general, ignore the hymen. In real life, only for cases of alleged sexual assault upon girls and women do we physicians engage in the careful examination of hymens, collecting evidence of physical damage to be used later in courts of law. In normal everyday life, people should not be "checking hymens" nor thinking about whether they are broken or not broken.