I can answer a few of your questions.
Until you get a CPAP machine, sleeping in a recliner (obviously sitting up to some extent rather than dead flat) can reduce OSA for some people so it's worth a try.
Over the counter aids are useless - don't waste your time. They are legion, often quite expensive, and I have yet to hear of one that is in any way effective.
Any medication that is a muscle relaxant has a good chance of exacerbating your OSA, so I wouldn't recommend it, especially without consulting with a doctor. Also, medications for anxiety are many and using them appropriately should be a process which is carefully managed and monitored by your doctor, so it seems very unwise to me.
In order to get some treatment as quickly as possible, you could look at getting an auto CPAP, at least short term until you can have a study and the full works. In Australia they are easy to rent, although they can be expensive. It should offer some relief and piece of mind, especially if you have to wait a while before getting a sleep study. I would imagine your doctor should be willing to OK it as an urgent matter without too much rigmarole. Perhaps a phone call would be enough.
I, too, suffer from an anxiety disorder, so I really feel for you. Hang in there. I can offer you the comfort that it's not OSA that kills people, but the problems that result from it which develop over the long term. Any one particular instance of apnoea may be scary but it is not, in itself, a threat.