Hi PatCurt, and Welcome to Apnea Board!
You don't say what kind of masks you have tried, but DME should at lease give you 30 days before trying another mask.
Finding a mask that works for you is the hardest part of therapy.
What nasal pillow did you try? It shouldn't cover your mouth. The ResMed P10 is popular.
The thing with masks is that the straps should not be too tight as that can cause leaks the same as if it were too loose.
If you are a mouth breather, and don't feel you can overcome that, then you may need to use a chin strap or try a full face mask, but I would go with a nasal pillow and a chin strap before a full face.
About compliance.....you have 90 days to fullfill compliance. I've always recommended this:
Move your machine (empty water first) out to living room and put your mask on with Cpap on and just read or watch TV for awhile. You would be surprised how fast the time goes by. This will help you acclimate to the mask and air pressure faster and help with compliance.
I see you have an auto Cpap which is great. Do you know your pressure settings? If you are feeling like you can't breath, your minimum pressure may be too low.
There also is a comfort setting called AFLex, which will help you breath out against the pressure.
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