To get a CPAP, you need a sleep study for diagnosis and
the proper settings on the machine. Then you get a script, then the machine.
Sleep apnea is a structural issue (bent or 'clogged' airway) often focusing on the tissue between the month and nasal passage. There are also 'brain' apneas (central sleep apnea) which are normal and not addressed by a CPAP.
TRT has been associated with increased sleep apnea (don't know about brain apnea). Did your doctor offer sleep study?
IMO one does well with chiropractor and physical therapy. But don't be surprised if apnea gets worse as you correct your upper back and neck. I've had lidocaine injections in tendons that resolved apnea for a couple months. Recently had PT for an upper back problem of decades. Apnea got
much worse but gradually has got to were it was, however the back spasms for 40 years are now gone.
Am guessing that when one's muscle get more tone with TRT, it changes pressures along windpipe. Nothing like a flacid neck in good position to not obstruct. Think of it like when someone starts serious weight lifting (particularly w AAS), sometimes the muscles grow so fast they start getting pinched nerves or blood vessles causing numbness or other problems in the hand. So T changes the tone and dynamics of your upper back and neck.
When it comes to TRT, they are only going to say the bad new. However low T is
also associated with OSA. See
Testosterone Deficiency and Sleep Apnea. - PubMed - NCBI and
Testosterone therapy and obstructive sleep apnea: is there a real connection? - PubMed - NCBI
At any rate, get your study, get your CPAP, then work on correcting obstruction(s). There is even surgery as already mentioned but it doesn't often completely resolve things and not the place to start.
Your pillow is the right idea - adjusting position to resolve obstruction. All a CPAP does is increase the pressure on the airways to 'push' against obstructions.
There can also be non-positional obstructions such as post-nasal drip or congestion.