If that was me, I would pester either the same doctor or a new one to get a CPAP machine. It's not a set and forget device, you may need to try a few masks and tweak the settings until you find something that really works for you, but once it's dialed in it makes a big big difference to your quality of life.
Trying to lose weight when you are not getting adequate sleep is an uphill battle. There are plenty of lean people that still need CPAP to get adequate sleep -- I was one of them.