I'm afraid you are going to have to live with ambiguity and unanswered questions, no matter how many professionals you see.
This is because no one knows the cause of depression; there is no single cause. Obviously, there are no end of studies showing correlations between depression and X. But correlation is not evidence of causation (e.g. there is a correlation between ice cream sales and incidence of death from drowning, but neither one causes the other). Consider how complicated your question is.
There is a genetic contribution to mood and anxiety disorders. If you have it, the disorders tend to wax and wane or to remit and recur, often for no discernible reason. Most people with depressive tendencies adapt to their individual pattern, and learn ways to push through the dips. Most people with anxiety disorders likewise learn ways to adapt. A new wrinkle, such as adjusting to being on xPAP can change the way those learned adaptations work, but it's a safe bet that people who have learned to adapt in the past, can learn to adapt again.
Medications, notably antihypertensives, birth control drugs (I noticed you gender is M; I'm speaking in general here), steroids, opiate, sedative and alcohol use and abuse, ineffective choice of antidepressant, too high of too low dose of antidepressant, are just the beginning of the list of possible pharmacological factors.
Concurrent medical conditions, like autoimmune disorders, viral infection, hepatitis , mono, thyroid imbalance (hypo or hyper), anemia, post-partum, post-op, perimenopause, plus whatever CNS changes result from treatment of sleep apnea could all interact in a case like yours.
Marital or relationship problems, job stress, financial stress, moving, personal loss, whether real or threatened, are a few examples of psychological factors that can trigger depression. Even taking online material too seriously or without a dose of skepticism can effect one's mood.
I can almost answer your need. I am a psychiatrist and I have sleep apnea. I've also been involved in sleep research. I'm no expert in sleep apnea, but on the subject of depression, I'm in "speaking" in my area of expertise.I need a psychiatrist/sleep doctor!
That would be a mistake IMO. I've not found any other single resource as helpful to me. However a skeptical view of individual posts is important. Keep this in mind: depression almost always gets better. Never give up.Part of me feels I should stop googling and going to this forum