Pilgrimage World with Consume 2x action--how many points?
The rules say (page 6):


  Players who chose Consume: 2x VPs double the number of victory point
  chips — but not any other effects — that their consume powers provide.


The consume power on Pilgrimage World defines the number of victory points you get for consuming a number of goods.  Consuming one good is zero points, two goods is one point, three goods is two points, and so on.  Then, the Consume 2x doubles the amount provided by Pilgrimage world.  In the situation you described, the player consuming 4 goods would get 6 points.