As far as CPAP is going, you're doing well. If you continue to have a CA index of over around 2, you can try reducing EPR to 2, as Opal Rose suggests, though I'd wait a few nights before making the change, since CAs are notoriously variable from one night to the next. In any case, your CAs are not a problem. If they reflect arousals, then the arousals are a problem, though they may start declining as you get used to CPAP and change some of your habits.
It's good you are trying to get your sleep schedule a little better aligned with day/night. Exercise in general certainly helps us sleep better, but most professionals advise against exercising too close to bedtime. If you can get your exercise earlier, do.
Here is information about caffeine:
https://my.clevelandclinic.org/health/ar...to-quit-it
One big takeaway: "Six hours after caffeine is consumed, half of it is still in your body. It can take up to 10 hours to completely clear caffeine from your bloodstream." This suggests to me that you'd be smart to try avoiding caffeine starting at around lunch time. The way I reduced caffeine was to mix caf and decaf coffee, changing the proportion gradually until I was off caffeine. Do whatever works best for you.
Finally, as Opal Rose says, you should try hard to break the nap habit. Tough in the short run, but with potentially good payoff in the the long run.