A few tidbits of information that might make you feel a little bit better:
You said about 5 years ago your energy levels tanked. That is probably when your apnea started. Even mild apnea can really adversely affect your body. Just think about it - you literally stop breathing numerous times an hour all night long. Even though you think you are getting a full night of sleep, you are probably not getting enough of the kind of sleep that is restorative. And if your oxygen levels drop significantly at night like mine do and then go even lower with each apnea, your whole body is being deprived of appropriate amounts of oxygen. This can affect your heart, blood pressure, can cause stroke, memory loss, and much more. And there is a definite link between low oxygen and weight gain. I've lost 30 pounds since starting supplemental oxygen and APAP without really even trying to!
You might also want to see if other things might be interfering with going to sleep. Is the noise of the machine and/or airflow bothering you? If so you might want to consider some sort of white noise such as a fan. Is your nose stopping up? If so, you might need a heated humidifier to go with your machine if you don't already have one. It may be that you need an APAP (auto positive air pressure) rather than a CPAP (constant positive air pressure) machine. An APAP operates in a range of pressures, such as mine set for 7 - 15. I was titrated at 12. With an Auto, the machine runs at the lowest pressure and then goes up as high as necessary (within the set range) to stop an apnea/hypopnea. It is much easier to breath against a pressure of 7 than a pressure of 15! Also, the feature called C-Flex available on some of the Respironics machines is wonderful. This feature "senses" when you are going to exhale and drops the pressure several points to make exhaling easier.
On regular CPAP machines there is usually a 'ramp' feature allowing the machine to start out at a lower pressure and ramp up to your set pressure over a period of time, usually about 30 minutes. Does yours do this and is it enabled?
These are just a few more thoughts for your info. Don't give up. It really can make a big difference in your life if you can stay with it. Keep us posted.