I too am one who was found to have sleep apnoea following tests where I was forced to sleep on my back while being tested.... I think every person on the planet has apnoea if tested in that position... like you, I am a side sleeper only, and have been all my life.
I will leave it to others more versed in machine settings to give suggestions on the pressure settings.
As for the mask issues, it is a bit of an experimental thing.
I had a loan machine for my CPAP testing once I was diagnosed, the clinic also let me try a couple of different masks.
I have now purchased the identical set up to what I found worked best with the loan equipment.
I use a Philips Dreamstation coupled to a Fisher & Paykel Eson nose mask, I don't generally sleep with my mouth open, so the nose mask works fine for me.
Within this forum you will find posts and photos of various ways to position your machine and hose to overcome different problems related to sleeping while wearing CPAP head gear.
In a nutshell..
1. Place the actual machine lower than where your head lays on the pillow, on a low dresser/table/floor. [helps prevent 'rainout'.. excess condensation build up in your mask]
2. Run the hose so it hangs in an arc above your head, again to reduce 'rainout', you can run it over the bedhead, or through some form of loop/tie attached to the bedhead [as I have done], or use one of those self adhesive/removable plastic picture hooks to hang a loop from if you have a low/no bedhead.
3. A normal pillow that is relatively flat, and reasonably firm, would most likely be ok for you as a side sleeper.
I use a contoured one for head/neck/spine alignment, but from side to side it is flat, the contour is higher under my neck and lower where my head lies.. when I lay on my side there is no upward curve to the pillow pushing against my mask.
This is how I have my machine and hose set up. [if you choose to sit the machine on a carpeted floor use one of the small nylon/plastic kitchen chopping boards to sit it on, as I have done, CPAP machines with heated humidifiers can generate some substantial heat, there is a slight risk of setting carpet on fire according to some].
I can reach under and disconnect the hose, then simply slide the machine out on the chopping board to access the filters/SD card/water chamber.
Hang in there, it takes time to get things sorted out as to what works best for you.
It took me an extra month longer to reach compliance for getting my driving licence reinstated because I had difficulty coping with using a CPAP machine.
Now, after 6 months without my licence [the automatic minimum suspension period for an accident caused by an undiagnosed medical condition] I finally got my licence reinstated last week with full HC-semi trailer endorsement back.
But most importantly of all.... I can now ride my motorbikes again.
You will get it all resolved too.