I would guess, without actually knowing and/or having experience, that supplemental oxygen would only work if it was a defect or deficit in your oxygen exchange mechanism BEYOND where the apneic processes take place...that is, in your lungs. As you know, there are three types of sleep apnea: obstructive, central, and complex (a combination of both types). If you do indeed have solely central apnea, you are not reacting systemically to hypercapnia. Your brain breathing regulator doesn't notice that your level of serum CO2 is rising beyond a safe limit, and it fails to induce breathing. If you're not breathing, what would a canula supplying oxygen do?

If you don't already have one, your central apnea can only be effectively treated by an adaptive servo-ventilator (an ASV). Some therapists and sleep labs will tell you that you can use a bi-PAP, but that's too often not the case, and our patients suffer as a result.

If you do get better saturation in trials using a canula, by all means continue to use it! However, this would suggest to me that you are breathing well enough to use the supplement, and that you're problem is likely not so much centrals where you simply don't react to high concentrations of CO2.