In the grand scheme of things you really haven't been on cpap all that long.
Accept that an occasional awakening is normal...like the normal awakening after a completion of the REM stage in sleep.
Eventually you will probably find that you join the rollover and go back to sleep people more often than the remembering the wakening people.
We don't remember awakenings when we aren't awake long enough to form a memory of the awakening.
Eventually you will likely have a night where you close your eyes and wake up and it's morning kind of thing....
assuming you don't have to wake up and pee during the night.
While OSA is a common cause for nocturia and can be reduced or eliminated with optimal cpap therapy...there are other reasons for nocturia that cpap can't fix. If male and of an age where the old prostate messes with sleep...that will always be present and obviously needs to be maybe addressed by other measures if at all possible. There's also the over active bladder thing that can affect both men and women.
Devote your "worry energies" to stuff that you actually have some sort of chance of impacting. No sense in wasting energy on something that is out of your control. I realize that this is much easier said than done but we can keep trying.
Try to look at the positives as much as possible. I know negatives are always much easier to find than positives but try to look for them. Like when I don't dwell on not feeling like super woman but instead I am glad to say at least I don't feel like death warmed over.

The turning the brain off thing....geez that is a tough one for sure. Most likely a war we won't have a lot of success in winning those battles but it doesn't mean we quit trying.