I read your post and have had some of the same issues. Started out with a diagnosis of depression years ago and sleep apnea recently. I recommend you see a doctor and therapist for depression as they can be helpful in tandem. My apnea became worse in the past year due to incorrect pressure and mask leaks (requiring refitting to a better size). My doc treats my cognitive problems with stimulant medication as I have problems with memory, attention and learning. This additional tweak has helped a lot. The last study showed little delta and REM sleep activity which I would like to address and hope that time, proper Cpap use and lifestyle changes will improve. In my case l suspect the apnea came first and early in childhood, but no way to be sure. Please address the depression because it makes self-care harder to do, not just for apnea, but even for everyday things such as eating properly, personal hygiene, bill paying, etc.
I had the same situation as SSGF6145 and achieved just enough success with my first full face mask to think I was "cured", or at least achieving optimal results. After dealing with anemia severe enough to require transfusions, and sticking with an ENT who was not a sleep medicine specialist, I had a sleep study 6 years after the first one. A new machine with more readings detected leaks in my new mask but I was so impaired that daily functioning, not to mention following up, was extremely difficult. It took switching to a pulmonologist specializing in sleep medicine and forceful dialogue with my DME to get a refit session for the correct size mask. I really don't know how I managed to function as well as I did and am still recovering. The best advice I can give is to assemble the best team you can and do your best to monitor the situation. I honestly felt like a zombie and my life and relationships suffered. Never want to go back to the way it was before!