While you cannot get a CPAP machine without a prescription, you can buy an oximeter and software for under 150 dollars that will allow you to review the results of a night's sleep, both in heart rate and in O2 saturation. There are definite indications that show whether these routine interruptions impact your oxygen level. You already know they interfere with sleep.
I hope your doctor has the will to intervene on your behalf.
You'll note I am listed as an Advisory Member. I am honored to be listed as such. See the fine print - Advisory Members as a group provide advice and suggestions to Apnea Board administrators and staff concerning Apnea Board operation and administrative policies. Membership in the Advisory Member group should not be understood as in any way implying medical expertise or qualification for advising Sleep Apnea patients concerning their treatment.