In the film, the Pyramid Head a creation and protector of Alessa, both good and bad parts. Heather is the the good part to Alessa, therefore the Pyramid Head is bound to her. read more
The mystery of why it was placed in the Gillespie house is never revealed, as Pyramid Head has never been associated with the family (excluding Silent Hill: Revelation). It is possible that the painting is simply an easter egg, with no meaning behind it. read more