kb81, welcome. Sorry you needed to join us.
Please fill in the equipment on your profile. There's a link in my signature line at the bottom of this post. We need to know what machine and equipment you have.
It's counterintuitive, but for some people, less humidity is better. If more humidity doesn't help, try less.
Sometimes, you can place your CPAP machine somewhere the air is cleaner can help. Inside a drawer, on top of a shelf instead of under the bed, back in the US , etc. If you can make it less dusty around the air input on the back of the machine, it might help.
Assuming your tap water is safe to drink, you might try flushing your hose with water in the morning. If you don't have a heated hose, the end of the hose may slip over the end of the faucet and let you run water though the hose to flush it out. You can even leave the mask on the hose if you take off the fabric headgear first.
If you use non-distilled water in the water tank, dump it out first thing in the morning and let it sit dry all day. A quick rinse of the tank before bed before filling might be a good idea.
There are "hypoallergenic" white filters for Philips Respironics machines, which sounds like what you have. I'm skeptical that they're actually much better, but it might be worth trying. Be sure to wash the foam filter every few weeks or more often when it gets dirty. Don't wash the white ones. The foam needs to be replaced every 6 months. Be sure the foam filter is dry before you use it again. I find it helpful to have 2 foam filters and alternate.
Are your white filters rectangular, or do they have the tab that sticks out on one side? If they look like the one below, cut the tab off. They'll be a little harder to get out but will fit better. Check to see that your filters are installed such that air can't leak around the sides. Take out the filters and inspect the air input for signs of dust. Put the filters back before using the machine.
One counterintuitive thing is that a dirty air filter actually filters out more dust. Unfortunately, it resists the airflow more and may cause your machine to overheat. The risk of something like a coffee filter over the existing filter would be that it might restrict air flow too much and cause your machine to overheat, or even prevent it from blowing enough air if it's really bad.
If you try the coffee filter idea, watch out for the machine overheating or not getting enough air. Ordinarily, I wouldn't recommend it. The machine filters are designed for that and I doubt an external filter is going to do much better. You could damage your machine if you restrict air flow too much.
As for "sand" getting into things, it's probably not what we think of as "sand." Normal "sand" is relatively large chunks of silica. In the desert, there are all kinds of other dry minerals that are finer than "sand," plus silica that's been broken down by blowing around in the desert for thousands of years. Much more insidious than normal sand.
Think of it as being like table sugar vs. confectioner's sugar. Throw a handful in the air and see which drifts around more.
