Ok, from someone who has had sleep apnea for 5 years.

Screw steps 5-7.

Get your prescription and go to cpap.com (or another place) and buy an Auto CPAP (APAP) using your prescription. Use cpaptalk.com to get more answers and help with picking out a machine and other stuff.

Then you can "calibrate" it yourself. APAPs let you specify a range of pressures. Use the pressure you should have been told from the sleep study to pick a range around that pressure and just use that for a week. Look at the information yourself which any good machine lets you do so on your own.

The machine will show you how much time was spent at various pressure levels so if its hanging low or high in the range adjust the range to fit that value in the middle.

Rinse and repeat, its easy if a bit time consuming. Just don't look at the data after 1 night and make decisions.

And Auto CPAPs are generally FAR better than regular CPAPs. You can try to get one covered by insurance but that depends on the equipment providers and insurance company.