cortisol withdrawal after starting cpap?

I am new to the cpap community. I've been using my cpap for a week now. I have a past history of anxiety and depression. At one point the doctor thought I might have cushings seeing that I had most of the symptoms weight gain, Buffalo hump, moon face, anxiety, etc, etc. When cushings came back negative, they finally landed on Osa. I was very hopeful that once I started my cpap therapy my depression and anxiety would improve. However my mood and anxiety have been worse. Is it possible that I am going through cortisol withdrawal? If my body isn't going into panic mode many times a night and releasing cortisol. Could my body be missing that rush of hormones? If so how long does it take until you feel normal again?

It sounds like "normal" is what you would want to get away from.
Can you change your profile to text for your equipment. I can tell you have a Phillips Reperoncs machine but there are several models that look identical. It would help to know which one you have and weather you have a humidifier.

Everyone is different, but the first thing we need to determine is weather your therapy is effective. If you have a data capable machine it can provide information like AHI (Apnea Hypopneas index) and leak rate, that are the first indicators of successful or not successful treatment. Once you have confirmed successful treatment it can take anywhere from 1 day to a year or more to start feeling great. Often the change is so gradual it goes unnoticed until you miss a day of therapy.

Others will be along with more.

Welcome, sleepygal.
Knowing how effective your therapy is can be HUGE!
It might also take a bit more than a week for your body to get used to the "new normal".
Cortisol is a stress hormone, and it does icky things to us, it may even make us think we "need" it.
Just give it time, and your system will settle in before you know it.
Most of my improvements sneaked up on me over a period of months.
My only immediate improvement was cessation of frequent disturbing nightmares, and not falling asleep at work.