It is expensive, and it is frustrating, and until we have custom 3-D printed masks, it is something many of us have had to just deal with. You are not alone in it.
I recently read someone was selling some sort of salve for leaks and to help reduce sores. Since I think the mask interfaces are silicon and I am not a chemist, I imagine some ingredients would help degrade that material. Having said that, I wonder about a mix of beeswax and coconut oil -- a nice mix of tack and slide...
Also -- machines HAVE alarms in them that can be activated or not -- in my experience, many DMEs forget to ask you if you want it on or off, and default setting seems to be "off." This may not be true for some of the less-expensive models, but every respironics or ResMed machine I have had did have the alert.
Leaks: I recently learned that machines tolerate a certain range of air leaks and compensate for them in their operating algorithms (which are different at each company). So while the air feels like the wind is all going in your eyes (not good!) or just not in your trachea, it may still be within acceptable limits.
I'd mention it to the doc, but mostly be concerned about keeping it out of my eyes.
Also, as I mentioned elsewhere, some people do well with "mask liners," which you can make yourself or buy online. I tried once but it didn't help me. These liners supposedly are helpful with maintaining seals and reducing sore spots.
Persist. Think of a cloud of your "apnea colleagues" hovering with you on the nights you want to chuck it out the window... We're with you!