It's been 10+ years since I tried CPAP, but I could never get to a place where I'd sleep through the night with it on. I'd always take the mask off in my sleep. I tried more than a half dozen different masks and I could never get one comfortable enough to sleep with. It always felt like it made the situation worse.
Over the years I think I've been to 4 different doctors for sleep apnea. Had 3 in lab sleep studies and a few take home ones. I always came away somewhat skeptical of any data obtained from the sleep studies, especially the in lab ones. The situation was just so different from how I'd normally sleep.
I only have mild sleep apnea and I'm not overweight. So I ended up going in for surgery twice, with different doctors. Got a turbinate reduction, so I could breath through my nose better and they somewhat straightened a deviated septum. Had the pillar procedure, and got a mouth guard made.
The mouth guard has changed my bite, but overall it does improve my subjective sleep quality, and objectively, the stake home sleep study showed substantially improved numbers. Though I'm told I'll still stop breathing and gasp for air in my sleep. So It's improved on the issue but not eliminated it.