I totally agree with all the folks saying I need to get to bottom of what is driving the behavior, then teach the skills that are lacking.
What do I do in the instant when something like this happens though? Some of you are saying not right to send him to his room -- I am truly at a loss for what the immediate reaction from me should be.
For the pillow-throwing incident, you turn off the screens for a couple of days. I used to describe screens and the explosive reaction to turning them off as being based in brain science, and explain to a 9 year old, who is old enough to get it, that research says that kids have a hard time being able to turn off the screens and often react poorly (which he did). The dopamine he gets from each little jolt of happy YouTube meme is addictive. His behavior just supported that research. So you need to dial back the screen usage because it is not good for him or for you. Don't personalize it to him, instead make it about him learning to control electronics usage before it controls him.
You are letting a 9 yo have way too much screen time, BTW. (And I know this is a super hard battle---I fought it)
And you were right to send him to his room. I explained it as "this is not acceptable behavior. You are obviously upset. Take those feelings to your room and cool off and we can discuss it further when you are calm."
It may be, as some PP suggested, that there is something else big going on that is driving the behavior. But before launching the kid into expensive therapy, I would try adjusting his screen time and getting his buy-in to do it. He likely doesn't want to get in trouble. I would also come up with some sort of carrot to reward the screen withdrawal and better behavior. Is there a cool lego that he wants, e.g.? Tell him that you are going to conduct an experiment. He reduces his screen time by "X" factor per week and then, if you have seen improvement, he gets Y. There used to be a book---I forget the name---that was very into this type of incentive-based behavior modification. For some kids it definitely works. If it doesn't work with him, then you may have some bigger issues that need investigation.
The throwing of things is what you need to nip in the bud now, and hard.