You have two options. You can return the machine paying the equivalent rental that you had for use of the machine for 2 months. Then buy one online. OR you can just keep your machine and pay according to their plan. You aren't paying that much more than you would buying it online.
In future, when dealing with DMEs, particularly expensive stuff, make sure you write on the contract and have the manager cosign. State something like "I am to be notified within 30 days that my insurance company has refused coverage. Should this happen, I will return the machine and will only be responsible for contracted rental costs accrued while machine was in my possession." Masks and hoses are personal items and can't be returned, so you will be socked with those costs as well. That's why pre-authorization is so important.