Why do results take months?

I have been on a CPAP for 24 nights. I've adjusted well to a nasal mask (once I switched from FF) and my AHIs have dropped to a fairly consistent .5. Yet I still get bad headaches that start nightly between 2-4 am. I keep reading that it can take up to three months to experience relief, but this confuses me. If my brain is now getting the oxygen it needs, why haven't the headaches stopped?

Maybe the headaches aren't from lack of adequate oxygen???
Have you verified by using an overnight recording pulse oximeter that your oxygen levels don't drop?
Sleep apnea is but one of many causes for headaches and/or oxygen issues.

What pugs said, generally this sounds like low o2 high co2. You need to get a chart up to see what is happening, too low of a pressure, or leaky nasal mask? If you have or want a SPO2 meter, then by all means get and use it, I have one. Generally you can tell a bit by the tidal volume and minute vent for now. If I don't see your post, keep adjusting to the 95% pressure and add 1cm, but don't exceed the max. Then look at the minute vent to see any bad dips left. If there are no lung function issues, this should resolve it and you can check with the spo2 meter when you get it.

It is quite possible that your therapy is not ideal yet.

Most people feel much better when they get their ahi below 2, so while you may be using it and having improvement; it may not be low enough yet.

Even with an ahi below 2, if the events are really long, they could still be a problem.

If you will post a typical night of graphs (Sleepyhead or Oscar, both free software); then we can help you determine what changes you might want to make with your cpap therapy. or we could help you find other issues that might be causing problems.