As I mentioned in SH1, I am unsure I can complete this, but I shall try. And if I have time, I will likely try 3, 4, and Homecoming as well.
Also, the title is a reference to the following poem, not just the Pyramid Head enemy (there are spoilers in said poem, unless I'm misremembering the game, so one may not want to view it if they haven't beaten it.).
Spoiler warning:
A New Nightmare Begins
Woodside Apartments