Very clever with the self made headgear. Yes, it would appear to be the denture cream (as gleaned from other CPAP bloggers on other sites). I'm merely passing on their advice. I haven't had the need to try it.
Depending on the CPAP machine you are using some let you test the fit of the mask/nasal pillows before you start sleeping. You might consider getting a device that does that which will give you the confidence that you have everything fitting right without causing you physical discomfort or pain. Once you are confident that the fit is right and you are comfortable you will likely not worry at all or as much and sleep better.
There are different sizes of nose pillows - small, medium, and large. Have you tried a different nose pillow size. Also, if you are a mouth opener it has been suggested to me that dental cream on your upper lip sometimes help along with the chin strap. Hope that helps.
