If dry humping the comforter is what works for her, then why just not allow her to enjoy orgasm that way? Why do you have to do it your way?
My husband also has the issue that he needs to be masturbating and dry humping something in order to orgasm. I used to drive myself crazy trying to get him to orgasm through other ways and getting frustrated when nothing would work. Then I realized that he was enjoying himself regardless. I was just stuck on a futile goal that was getting in the way of my enjoyment, and that he didn't care about nearly as much as I did. Since then, I learned to relax about the whole issue. Now I just enjoy the fact that he's very aroused with me. When we're ready to be done, I usually just assist him in masturbating. We both walk away satisfied and happy.
So back to your situation, it's not as though she's never reaches orgasm when she's with you. She's just being brought to orgasm in a different way than the other girls you've been with. I know you want to prove to her and to yourself that you can bring her to orgasm the usual way. But for whatever reason, that way just doesn't work for her. If it's really about pleasing her, then let her get pleasure the way that works best for her.
The only other option I see is to ask her to stop masturbating for a while. After a couple of weeks, she's likely to be able to reach orgasm in other ways. But she'll be incredible frustrated during that period. Since it's a new relationship, and also since you seem interested in making her happy, I'm guessing you don't want to put her in that position.
“This planet has - or rather had - a problem, which was this: most of the people living on it were unhappy for pretty much of the time. Many solutions were suggested for this problem, but most of these were largely concerned with the movement of small green pieces of paper, which was odd because on the whole it wasn't the small green pieces of paper that were unhappy.” ― Douglas Adams, The Hitchhiker's Guide to the Galaxy