Hi WF and welcome!
A lot of things WILL improve once you've got your CPAP dialed in. I was in about the same shape as you--very overweight, sick all the time and even a simple cold made me VERY sick, blood pressure creeping up, etc.
Once you are sleeping well, you may want to eat MORE--I was having terrible GERD symptoms that CPAP helped, so I could eat more and did and gained even a little more weight.

BUT . . . once I was better-rested I got myself together and started a low carb diet that helped heal my metabolism and lost a lot of weight. It also improved my overall health 1000%. I have kept the weight off going on 7 years now.
My immune system improved immensely. I went from having severe respiratory infections 6 to 10 times per year to one every few years. I'm not sure it was CPAP that was responsible for that (it certainly helps to breathe clean, filtered air all night and keep your oxygen levels up), but the metabolic health improvements (which started before I had even lost much weight) were profound. I supplement Vitamins D3/K2 and I think that has done a lot for my immune system, in addition to eliminating inflammatory foods like sugar, grains, and processed seed oils (i.e. supposedly "heart healthy" canola oil). It's much easier to follow a healthy way of eating when your body is getting adequate sleep--when you don't get enough sleep, leptin and grehlin levels which regulate appetite and insulin levels which regulate fat storage, plus blood sugars are all negatively affected. CPAP helps you get enough sleep to get better regulation of those hormones. So being on CPAP made the lifestyle changes much more possible.
I couldn't even exercise until I'd lost most of the weight. Exercise is great for your body (keep it up!), but it's not much of a contributor to weight loss--studies show about 20% if you are lucky. So at some point you have to do the work of getting your way of eating under control. Your leg edema suggests a high degree of inflammation so when you are exploring what diet you want to try, keep in mind that your lifestyle changes should address the inflammation from many ways--stress reduction (i.e. simple meditation techniques), and anti-inflammatory diet that addresses your metabolic issues, resistant and aerobic exercises, good sleep hygiene and always using your CPAP will help. All this MAY bring your blood pressure down, too.
CPAP takes some getting used to but maybe it will help that your husband is a little ahead in that game and he can help. We can help here too, so don't hesitate to ask.
Best of luck to you!