Thanks everyone for your thoughtful replies! I can't hit on every point by every one, but here are some thoughts:
Another sleep study: I see the sleep doc on Monday. I can ask about that. One issue is that I am a *terrible* sleeper in general. In my diagnosis study I got 3.5 hours of sleep and in my titration study I got 4 hours of sleep. And in neither study did I get any REM. I get sleep claustrophobia, and having things attached to me while sleeping in an uncomfortable bed makes it very hard. I fell asleep fast enough (About 20min sleep latency for both studies), but I couldn't stay asleep. Though I did get a decent amount of Stage 3 sleep in both studies.
Meds: Effexor is the only antidepressant that has worked for me, and has the fewest side effects of any I've tried. Because I'm no longer having 6-hour long panic attacks, I'm hesitant to go off of it for now anyway. And actually I feel MUCH BETTER and MORE ALERT the next day after started the clonazepam. It is the best think I've found for suppressing nightmares, which interfere horribly with my sleep. I've had the nightmares for as long as I can remember (I've never been a good sleeper -- the feeling like crap all day is not new since CPAP, either), and when I started on the clonazepam recently, things got MUCH BETTER. So the residual daytime sleepiness isn't hangover from the clonazepam. On the contrary. I credit it with me not waking up in panic attacks from nightmares most nights. The gabapentin is new this week -- we're tinkering around with it, and it's a very small dose. I had been using 5-10mg of melatonin, but the sleep doc thought gabapentin might be worth a try instead of the melatonin for a while. Things haven't gotten any better or worse with that yet, but the doc said we can tinker with the dose and see if anything happens. If not, we can get rid of it. But it certainly isn't the cause of the sleepiness, either.
Paralysis/Narcolepsy: I actually did not mean paralyzed in a technical sense -- sorry for that. I have experienced sleep paralysis before, but just a few times. It's not a regular thing. It's really horrible, let me tell you. The doc was a bit worried about narcolepsy because I have actually fallen asleep standing up while talking to someone on several occasions recently -- maybe 5-6 times in the last 2 months (yes, I'm that tired... and only one time was I actually talking to someone, but the other times were doing routine normal things, like waiting in line). But since my sleep studies showed no REM, the doc says that narcolepsy can't be what's going on, since a hallmark of that is onset REM apparently.
Sleep/hose position: I'm generally a back sleeper, but I will roll to my side when my bladder starts filling up (I can buy myself some time before getting up if I roll on my side) or when my low back starts hurting (mild lumbar arthritis -- since I've been nearly incapacitated with sleepiness I haven't been able to run/exercise like I used to, so my core strength is starting to go, so my back is bugging me). I keep the hose routed on top of me, hugging it like one person said, so that when I roll, I can take it with me.
Cohesiveness of care team: Yes, my GP, sleep doc, psychiatrist and therapist are all on board and part of the same health system and can review each other's notes (I've given the therapist permission to share notes with the other docs). So no secrets, and they all know what the others are doing. The sleep doc seems to be the least interested in my actual sleep, though. Like I mentioned, he only looks at the AHI number and assumes I'm treated perfectly. But he believes me when I say that I'm having residual sleepiness... it's just not what he focuses on. My psychiatrist has been the most helpful in dealing with this stuff. She's who recommended the clonazepam for nightmares, and it helped a lot (and reduced my residual sleepiness).
Shots from sleepyhead: I've posted a few before (see link in my previous messages), but was told not to worry about it. Sleep doc said that those "apneas" are probably me just rolling over. Otherwise you won't see anything very interesting because it reports my average AHI as around .7. I just get clusters of them, especially right when I fall asleep, and more toward morning.
Masks: Sleep doc and CPAP therapist at the DME both recommended nasal pillows. So that's what I got. I had them past the 30 day return window, so when I asked about trying something different, they said that if I wanted insurance to pay, I had to wait another 5 months to get another mask. So I got a paper prescription and ordered a nasal mask (N20) online. It gave me panic attacks. I'd get condensation from my exhalations in the mask (not from the humidifier in the hose), which would make my nose itch -- when I'd try to scratch it in my sleep I would reach up to feel my nose and I couldn't get to it (because there's a mask over it, obviously), which would trigger nightmares, panic attacks, and me waking up and ripping everything off of my head. I tried various suggestions I saw on this and other boards to reduce condensation, but nothing worked. And the mask was way less comfortable than the pillows anyway.
Also, because of the nightmares and talking/shouting in my sleep, I often open my mouth, which causes air to leak out and wakes me up. I use a chin strap, but it can only do so much. I had read about taping on here, so I tried that, but that led to panic as well (when you can't open your mouth in the middle of a nightmare, it's not a good thing). I'm not a habitual mouth breather at night -- it's just when my dreams lead me to talk or shout. In my titration study this was happening constantly, and the hypnogram shows me going between awake and N1 sleep constantly for a huge portion of the night because of the mouth opening issue associated with shouting with air shooting out my mouth.
This past week I've actually had some good days, but they were gotten "the wrong way". I had my normal 8 hours in bed with CPAP (for which I was "asleep" pretty much the entire time). But when my alarm went off, I took off my mask meaning to get up but immediately fell back asleep and slept 4 more hours or so. This happened 3 days this week. When I woke up from that second CPAP-free sleep, I felt normal and could get a normal day in after that (even though I wasn't getting out of bed until 11am).
That said, I just got my prescription for modafinil. I said I was worried about triggering insomnia, since I already have such trouble with sleep, but she said that in her experience, most patients don't actually have trouble with insomnia when on modafinil -- they actually sleep better because they can get up, be alert, get work done, be active, exercise, etc. So they're sleepier at night. So I'm curious to give this a few days' try to see if it helps out.
Thanks all. I'm a tough nut to crack, I know. My sleep has been an absolute mess for years -- I'm sure even before I developed apnea. I was hoping CPAP would be a cure-all, but it's obviously not that. I'm still holding out hope for things to improve.
But in the meantime, gosh I'm tired. Really, really tired.
EDIT: One thing my psychiatrist hypothesized about -- since I'm just coming out of several months of severe panic disorder, which is not just hard on the mind, but also the body (think of all of that cortisol constantly doing its damage), she thought that maybe this most recent round of insane sleepiness (falling asleep standing up, etc), might just be my body recovering from months of trauma. Seems reasonable to me. But it doesn't make it any easier to get through this time.