What has worked in the past isn't necessarily going to work anymore and may even be making your therapy have to go to higher levels than necessary.
Tossing your old favorite pillow may be traumatic but sleep apnea is more so. Depending on what position you insist on sleeping in, or now must sleep in, you will need a pillow that favors that position.
Forgive me for stating the obvious but a side sleeper must have a side sleeper pillow. That means a pillow that gives the proper added lift so that shoulder and arm discomfort are minimized. You may also need a memory foam mattress topper. One little warning here: foam pillows and memory foam toppers are warmer and that can bother some people but there are ways to work around that.
A back sleeper will need a flatter than normal pillow. I suggest either a feather filled one or a combination feather/polyester fill version that will allow you to mold the pillow's contour to suit your needs. These need not be expensive items and although they may not be "store available" you can get them shipped to most major stores and avoid any shipping costs. When selecting one, remember the beer ad, "Less filling, tastes great", and select one with a low fill number.
Finally, if you absolutely must sleep on your back and it causes you to require a very high therapy pressure setting, try sleeping without a pillow and just support your neck with some padding so you remain fairly flat without any head elevation. It can be the difference between failure and success.
Most of the previous is obvious but sometimes new users think/expect the CPAP machine to fix all of their problems. It's better if you give it as "head start" (pun intended) by changing your head support.