what are possible side-effects of my pressure being set too high?

My initial setting, 4 years ago was 10. I'm now at 14. I am sleeping really, really well and averaging about 4 recorded incidents per night. And get up at most once a night maybe once a week

But I'm wondering if I might be sleeping too heavily. I'd like to wake up to a loud noise or if I'm in an awkward position causing a stiff neck or a limb falling asleep.

Sounds like things are going fairly well as far as sleep and pressure goes. You think if pressure is decreased you will wake more easily when a burglar comes through your bedroom window? Don't worry about it and enjoy deep sleep! Prior to my starting therapy, I was up multiple times every night to hit the bathroom; reason was I was NOT sleeping soundly. Since therapy, I don't think I have gotten up more than one of two times in the last 5 years during the night for a potty run and that may have been after multiple cups of coffee and a few diet cokes (that is my magic prescription for potty runs).

CPAP can't make you sleep "too deeply". All it does it stop your sleep from being disrupted, allowing you to sleep normally. If your pressure is too high, pretty much the only problem is discomfort due to more leaks, tighter mask straps and so on. This does not seem to be the case for you.

In some rare cases, if the pressure is too high it can cause central events to develop, but since your AHI is so low this is clearly no the case. I hope this helps you rest easy.

My pressure was too high and the issues I had from it were mainly dry mouth, because I couldn't keep my mouth closed even with a chin strap, mask leaks, and bloated belly.