If you don't like the intranasal mask with the prongs that go up your nose, you could Look at the Respironics DreamWear in the under nose variant. It copes pretty well with side sleeping.
When you plug the elbow into the cushion of the N20 mask, there are 2 clips - one on each side. It is very easy for them not to click in properly and this could be the cause of the leak you mention. Also, the exhaust vent for your mask on the elbow. You should be able to feel air coming out there - this is an important part of the normal operation of the mask. If you look at it, you should be able to see small perforations on the elbow (do not block them). You may have felt the air coming out of the exhaust vent and thought it was a leak.
Usually we aim for an AHI of <5, but 5.7 is pretty good considering it has come down from 93. Also, the AHI from a titraiton study can be artificially high because it often takes a while to get the machine set properly. Until the machine is finally just right, there will still be events happening, causing the AHI to be higher than it would be if you had started at the right settings (which you will when you have your own machine). I wouldn't worry too much about that 0.7 for now. Get to grips with everything first.
The best mask is the one you find easiest to use. They all do exactly the same job, which is to get the air into you, so it all comes down to your personal preference. If you are not happy with one, make sure your provider tries other options. There are quite a few to choose from these days.
What kind of study did you have? Home-based studies often over estimate AHI, and if this is what happened in your case you may not have OSA at all. That could explain why CPAP has caused an increase in events.
I have had many patients with a similar experience to yours, and most of them did get good relief from CPAP.
Your body doesn't just snap back immediately into a normal sleep pattern as soon as you are treated. It can take a while for your brain to get over years of disrupted sleep and learn how to sleep normally again. This is why so many people suggest that you hang in there. It may take weeks or months for things to really settle down. Not the best news, I know, but better than a heart attack or a stroke. Also, if you were titrated in a lab you have the added comfort of knowing that some one has watched it working and made sure that it was effective.
I had a patient a week or 2 ago who had the ResMed Air Mini. He was very unhappy with it, mainly because it was too noisy.
It could easily be down to the fact that you were lying in a different position when you were in a different bed. However, your lower AHI is still too high and it is good that there is a plan to look into it.
If your mask is damaged or incorrectly assembled it will be quite noisy. If it is fairly quiet then it's probably working OK. It is not unusual for people to feel like there is less air once they start to get used to it.