Go get a sleep study. Go get a sleep study. Please. go get a sleep study.

You post a lot of questions about sleep apnea and if your concerns are really so numerous, you should be seen for possible sleep apnea. Many people have told you this AND answered your questions.

Waking up with untreated sleep apnea feels absolutely horrendous.

For me, I felt terrible all the time.
I would wake up feeling as though I'd had five minutes of sleep.
Or, I would wake up because I'd stopped breathing. My heart was hammering, I was sweating, gasping for breath. I thought my heart would explode.
In fact, feeling that way drove me to the emergency room one day. There, doctor told me I almost certainly had "sleep apnea". I'd never heard of it!
Then I got tested, got a CPAP, and got my life back.

Many people report that they don't feel vastly better after what appears to be successful treatment for their apnea, and so they give up on whichever treatment they have undertaken, including PAP therapy. Some report that they immediately felt 100% better after Night The First, and others go weeks and say they're ready to give up, even though their reported AHI is less than 5 events per hour of use (note that I said 'of use', not 'of sleep' because the machine hasn't a clue if you are awake or asleep...it just monitors its own flow and events that it senses).
Some have modest to excellent success in the way of treatment for their apnea, but by now they're so sleep-disordered that they still feel like the brown goo. They need another type of assistance, but also to continue their PAP treatment.
Some say they do so much better with an AHI of about 3-5 events per hour, and they're willing to continue to use their machines. Some do poorly unless some kind soul coaches them to get their AHI under 3, in which case they finally begin to sleep better and to do better during the day.
Those who are untreated for whatever reason report headaches, brain fog, narcolepsy, cognitive disfunction, memory loss, heart arrhythmia, indigestion, metabolic syndrome, and on and on and on....

@robertwills
Before I had a sleep study, I would wake up after “sleeping” 8-9 hours and feel like I didn’t sleep at all. I had daily headaches and could go back to sleep after getting my son off to school. I was extremely lethargic and exhausted throughout the day and had a hard time concentrating for work. No energy to exercise or get much done. Headaches went away once diagnosed with sleep apnea and regularly using cpap machine. It took a while to get used to the cpap so you need to be patient to get the right mask and adjustments.

I also needed to treat major depression and chronic pain to improve symptoms and quality of life.

https://www.apneaboard.com/forums/Thread-Lower-AHI-but-feel-awful
The above is an example of but one of many hundreds of threads dealing with the problems attendant with PAP therapy, especially for people who are new to it, but also to those who get a new machine, a new prescription, and the adjustments that they struggle with. This cite above comes from apneaboard.com forums.