I have sleep apnea, so I can relate at least somewhat.
I do use a sleep machine, a cpap. I do not need the bipap, at least not for now.
Some people get bothered by the mask on their face, but textures don't bother me too much and since it helps, I've gotten used to something on my face since it does energize me the next day.
I still get tired sometimes, but the machine helps me a lot.
When I was diagnosed with apnea, I was 8 lbs away from my normal weight based on bpi. Weight can be a significant issue, but not necessarily. Everyone is different.
I have tried different gym programs and I realize that I tend not to push myself enough sometimes, and sometimes I get pushed too hard by trainers. Sleep is definitely a factor. I recommend, if feasible, finding a gym partner to go to the gym with at least as this can be motivational. Sign up for classes sporadically last minute or find a gym with videos you can follow at your own pace (HotWorx). hotWorx is 24-7, but you need to be okay with the heat.
DDR and going to a climbing gym with mats on the floor, where I'm not dependent on someone else holding the rope for me, have been reasonably ideal for me.
A lot of trainers out there only want to work with athletes, and I'm not an athlete. They don't really care about my conditions and think that I need to want to be a rabbit that just constantly moves non-stop- and I know I don't like this.
Stay hydrated- this was a factor for me too- I didnt realize I was accidentally not hydrating myself because I didn't want to buy a water bottle when I forgot to bring my own with the everyday stresses of life.
Working out at home if you can, even just stretches, house work, sit-ups or semi-sit-ups, anything is better than nothing.
I am trying to do 50 sit-ups a day minimum. I've done this for at least 8 weeks, and while I still have issues, I do feel like this has helped me a little.