I'm the mother of a teenager who has been recently diagnosed with sleep apnea. I've been browsing this forum to educate myself, I'm no expert but I may be able to offer you some advise. My son had his first sleep study at a low elevation (about 500 feet). Sleep apnea was not on the radar, so I was surprised by the diagnosis of mild sleep apnea. At the advise of one of my son's local doctors we did another sleep study at the elevation we live (7000 feet) and the findings were substantially different. His AHI was 13 higher than it was at the lower elevation. He had 0 central apneas at the lower elevation but at higher elevation his central apnea index was 5, and his oxygen saturation was also substantially lower. Based on my very limited experience I think your doctor is wise to want to reevaluate because the study was done at higher altitude than you live. Your doctor's plan sounds reasonable. If I were in your shoes I would go ahead and schedule the sleep study. If the doctor can successfully treat you with the data from the machine you can always cancel the appointment, if your still not satisfied after 6 weeks you'll have things lined out and won't have to wait on the sleep study.
Because my son is hypoxic his doctor did not want to wait on a titration study. She plans to look at the data from his CPAP machine and have the DME company adjust the pressure as needed. The key to getting my son's data from the CPAP machine to the doctor was the DME company. When you pick up your machine ask them to program the machine to send the info to your doctor. As I said I am no expert and I don't know anything about your specific machine. My son's machine has a modem that automatically sends data to the DME and my insurance company. The DME company told me all they had to do to get the doctor the data was to add her to the list of places the CPAP machine sends data to.
Good Luck!