You could do it the government way and just post a yellow sign warning of the impending danger. Hey maybe even some flashing lights with sensors so they go off, just before you hit your head. (OK, sorry, I was thinking of those YouTube videos of trucks crashing into bridges)
On a completely different tack than what has been suggested, would it be possible to mount the bed farther from the wall? It may be easier to fill in the empty space with a false headboard, than tear down the cabinets and modify them. That would also get the pillows away from the shades and keep DW happy to boot. You loose a little foot room when the slide is in, but a small price to pay compared to bandaids.
