I have had similar problems with headache, brain fog, and high adrenaline panic feeling with wake up after 3 or 4 house sleep with CPAP.. Just got a new DreamStation hoping the newer features might help. Not. Maybe worse. There is input on the machine for type of mask, permitting only selection of only Resipironics masks . I have been using ResMed F20 , like it a lot and wish to continue. DME supplier had no clue about what to do. I had done googling .. and the symptoms very closely align with too much CO2 in system. Is it possible that a mismatch between machine and mask it causing CO2 retention to create these effects? Or that the back pressure on "breathe out" is set too high? Here is link describing CO2 effects in blood https://en.wikipedia.org/wiki/Hypercapnia