Can you go to a different facility? Perhaps in a larger city?

Probably. I was given a cpap after the initial study without titration. I wonder why, because it was a disaster. Sounds like yours is being done better. Good that your dr is agreeable to a home sleep study, less stressful.
I agree it’s a horrible experience. Be aware that what works in the lab doesn’t always in the real world. I had to learn how to get into the clinical menu and tweak the pressures in order to start making progress. I know that’s frowned upon but it was necessary to my sanity. Also had to swap out my nasal pillows for a full face mask as they didn’t seem to pick up during the study that I’m a mouth breather.
Good luck; sometimes it’s a long road.

PS
I just realized that was another poster whose dr was agreeing to a home study. Good idea though.