One of the reasons it takes a long time to get accustomed to the CPAP is that the companies who provide masks and supplies seem to all have issues with organization, doing what the doctor tells them to do, etc. It's endemic and you need to look out for yourself.
If the doctor says they will make an adjustment in your unit and it "may take three days to get it changed" - call your doctor on the fourth day if it hasn't been changed and be persistent until it does get changed. They relay this info to the equipment and supply folks and those people apparently use the orders to ... well, not to follow them.
If the doctor says the will call the equipment and supply folks so you can get back in for a fitting to try a different kind of mask and that might take a week - call on that eighth day and get that fitting appointment! They never called in the timeframe they were supposed to and in the meantime my mask wasn't working.
If the doctor says the equipment folks will be sending you the supplies you need on a schedule, or if the equipment folks themselves tell you that this will happen and have you sign up for the service - get a copy of that schedule and there is a good chance the equipment folks won't have signed you up. Both companies in our area that do this work cannot keep track of doctor's orders, signed forms, appointment requests - anything. It's frustrating, but you need to be on top of them if they can't perform within the anticipated timeframe and you shouldn't let that have adverse impacts on your health, your sleep and the interaction with your CPAP, which is already a complex thing at the start. Choices of companies to support CPAP users in your area may be limited, but you can stay on them and get them to do what they've told the doctor they can and will do - you just have to watch over them for a bit.
Decongestants can help, as might something to help you sleep. I think the best bet would be something that has a little of both - Zzzquil or Sleepytime (the generic of Zzzquil) will keep you a little less congested (the main reason I take my mask off now) and help you fall asleep before your semi-conscious takes the mask off. You might also be getting up to use the restroom, taking off the mask for that, then returning to bed and lying down before putting the mask back on - I've had that happen.
I think a strap - as other people are suggesting - could be a good idea. Be careful about taking something that is too strong as a sleep aid - those can increase unconscious activity.
You should also have them check your data - you might need to have your high pressure reduced or your mask fit worked on. I know I took mine off a lot at the beginning because the ramp took me from too low to too high. I had other issues with the high pressure (thyroid nodules decreasing the body's reaction to the pressure) and so reducing the high while increasing the start-up pressure on the ramp helped a lot with keeping the mask on. If the mask leaks at high pressure, it will vibrate and whine - then you will take the mask off, because it's too annoying. A different mask brand might fit your sleeping face better and help you leave the mask on.
The machine doesn't record oxygen levels. They assume the oxygen is up as long as the apnea events are decreased. I would be concerned if your apnea events are down and your oxygen levels are not increasing. I would switch to a pulmonologist who specializes in apnea/sleep issues, definitely. And - yes - unfortunately the monitoring and equipment people are complete idiots, so you do have to have your doctor tell them what to do and then let your doctor know if they didn't comply. I don't know why CPAP support attracts morons, but it does. A doctor who specializes in breathing and sleep issues will also have you upload your info to them and be sure the CPAP side of things is working.
But I am concerned you may have other oxygen intake issues! A pulmonologist will be able to figure out if there is another reason your oxygen levels are low. Personally, I know that methane or carbon monoxide in your work or sleep environment can reduce oxygen by taking the place of oxygen in your bloodstream. So check that any gas-operating appliances in the house are working properly, get a CO detector and install it. You can get a CO detector for work as well. For methane, you need to keep any drain pipes where fixtures were removed properly sealed (usually a work thing), avoid areas with abandoned plumbing where the trap has dried out (usually also a work thing) and be sure to put water into any unused plumbed fixtures (sinks, toilets, shower, baths, floor drains) all the time to be sure their traps keep methane out of your house or office. Methane and CO are serious, cause a form of slow suffocation, and can lead to permanent neurological issues over time. Your blood can be tested for both. I would have that checked and if you don't have an intake problem like that, try to get some aerobic activity during the day to make sure your lungs are in good shape.
Also - if your equipment people are idiots, especially - check the schedule they should be sending you replacement parts versus when they ARE. You can sign up for regular equipment replacement parts and have them not actually do it - which leaves you trying to use a CPAP with warn or mold/mildew pieces in it. Getting mold from an old or infrequently cleaned CPAP inside your lungs and you will have to get that worked out to get more oxygen going.
I suspect that your mask or your pressure is wrong. If your mask is too large, you will need to set the straps too tight and it's really uncomfortable. Each face is different and a different shape will probably work better for your face, too. So keep going to the fitting clinic until they get you right. The other thing I found was that once the pressure had come up, it was blowing the mask off my face - it turns out that if there is something about your body that does not allow it to respond easily to the pressure, more pressure won't help - they assume more pressure will. I have thyroid nodules, and these decrease the available openness in my throat - so we had to work out a slightly lower pressure range where I could sleep with it on for long enough for it to do it's job. It takes some time, because the folks who make the adjustments for the doctor are apparently idiots, but it did get me results when I persisted in having them back it down until I could sleep. So both mask, and sometimes pressure, are personal adjustments where the initial settings by your care provider might not work initially until adjustments are made.
And I agree - the improvement in sleep when it IS working reduces the amount of sleep I need, but that's OK as long as you are getting good sleep and are not groggy during the day. I'm awake after 6 hours now, which hadn't been the case for years. All that extra air charges you up, too. I have found that some nights I have trouble with it because I already have some stomach gas and the extra air pressure ads to my discomfort, so you could try a gas-relief product earlier in the evening and that may help with any "over-inflated" feeling from using the unit. It does take time, but mostly getting the fit right and the pressure tolerable. In some cases they will lower the pressure range, then start to put it back up again once you're sleeping better with it - so if your sleep declines after, check to see if they raised the pressure - they may have to drop it back down again.