WELCOME! to the forum.!
Hang in there for more responses to your post and good luck getting your CPAP machine situation straightened out so you can get back to good therapy.
Call your insurance company and ask them how old the study can be for them to accept it. In addition, ask them if you buy something from another supplier, if they reimburse out-of-network (you still need the study and the doc script). You will get your machine much cheaper this way. If your study falls into that guideline, go to your old doctor and get a copy of your original study. Then, get a new script from your doctor to get an auto-machine. At that point, he can decide whether he wants to add an oximeter and then make adjustments based on your automachine/oxygen levels.
If the insurance company does not accept your old study, then I would suggest you get a backup machine because it may take a month or longer (in my case 4 months) before you have a new machine. You can buy used or your doctor can choose to write you a script. There are some good, lower cost machines at some of our suppliers. The DevilBliss Intellipaper is a good one to choose from. Doesn't have all the bells and whistles of the top two, but it's a good machine with a long warranty.
If you decide you don't have the cash and want the insurance to cover it, you don't have a choice - make an appointment for a home study and suck it up. You need that machine and delays will simply make it that much longer without a machine. You want someone else to pay for something, you have to go through their hoops. I AGREE that once you have sleep apnea, you aren't likely to be cured and you can show from the run hours of your machine that you were a regular user. However, lots of things changed about 3 years ago when studies came out showing that half of patients never use their cpaps after a few months, so more hoops.