Pyramid Head being in anything other than Silent Hill 2 is a literal tragedy that Konami forced.
I don't care if this abomination is called the Boogeyman. It was forced by Konami, and it's stupid. Konami has been messing with Silent Hill ever since 3.
Silent Hill 2 was such peak Silent Hill narrative. And Silent Hill 3 was, according to interviews with the developers, set to follow the same style as SH2, being completely unconnected to the first game and "the darkest story ever told." With the new assets in SH3 and that information, put 2 and 2 together. SH3 was set to be a straight up slapper to best even SH2. Unfortunately, Konami forced the SH1 connection because that's what the Japanese market wanted, Team Silent ran out of development time and had to reuse assets from SH2 like Brookhaven Hospital, etc. The SH3 we got was on a technical level better than SH2, but narratively I consider it worse than SH1, specifically because of the changes Konami forced. I wish we could have got the real SH3, the one that the ratings boards would have thrown a fit over.