Twist the towel like you’re about to snap somebody with it.

Then curl it around in the shape of a ring at the back of your head and lean back into the hole in the center.

Do it tight enough and it should stay as long as you don’t lean forward. You can always hold it closed when you do though

Pool noodle

There are ones of various shapes that suction cup to the wall or tub.

This is the one I bought not too long ago. I have a similar bath setup as you and was looking to solve the same issue you're describing. So far no complaints. https://a.co/d/grkdDxF

NO.

Seriously...try one of those silly inflatable pillows for flying. But be ready for some headbanging!

Find the architect and destroy them

Is there anything above that point you could run string around down to a rolled up towel? You could keep the towel rolled up and out of the water pretty cheap and easy!

My friend...

My friend...

Listen to me...

A big fluffy towel...

Dip in water...

Then fold it...

Then put...

Put behind your head...

We had such a thing when I was a kid. Which has been a few decades ago, though, so no current pointers.