Getting Best Treatment following Sleep Apnea Diagnosis

I was diagnosed with Sleep Apnea following a sleep study in April 2018. CPAP was recommended. The second night in the sleep lab , with CPAP, was not
just uncomfortable, it felt like torture. I got no sleep that night. In the following interview with the Sleep Doctor I indicated an unwillingness to order
a CPAP machine. She suggested that although surgery was no longer recommended for Sleep Apnea, I should consult a specialist regarding my nasal congestion, and then come back to her for CPAP. My reaction was to make an appointment with my primary doctor, who indicated he had found the
use of nighttime Oxygen helpful for sleep apnea. Meanwhile, I had made an appointment with a dentist who specialized in an oral device for the disorder. At the first appointment I was measured for the device, which required an order from my primary doctor. After several attempts to contact my doctor, his
assistant simply said he would not sign for such a device. There was no reply as to why his offer of oxygen had been delayed, now for over a month. Also
I reviewed all the resources I could find and was unable to find any expert who suggested oxygen as a first line of defense for sleep apnea; there was even
the suggestion it could be harmful.
My sleeping remains very troublesome. Waking several times during the night, not well rested. Headaches. I continue to wake with my O2 level declining at intervals, my heart rate racing, feeling hot and clammy, despite the room temperature, gasping for breath.
Realizing the need for help, I see four options:1. Go back to the sleep doctor and request a trial with BIPAP ( she had at one time suggested that but
at the time it felt too much like just another version of CPAP, a reminder of my previous terrible experience). 2. Go to my primary doctor and try to sort
out the confusion, and see if he will in fact order the night time oxygen. 3. As I am soon to move from this rural area to an urban area where options for
medical care are far more available, seek out another Sleep Doctor for a consult, and start fresh from that point. 4. Seek an appointment at Mayo Clinic,
despite the distance, expense, and inconvenience that would entail.

The search for treatment has become discouraging and the toll on my life has become pervasive in my otherwise healthy life, and I appreciate any helpful comments.