Hi Shanei, I was interested by your post since I too am on CPAP and my migraines went from episodic to chronic right around the time I started PAP therapy.
I had a sleep test because I was having "hypnic" headaches at night (headaches that wake you up from sleep but aren't migraines). I tested in the "moderate" range for nightly obstructive events, which would not typically trigger a prescription for CPAP, but at one point during the test my oxygen saturation level dropped below 80% which the sleep medicine doc felt it could cause hypnic headaches.
I adjusted well to CPAP and have been on it 2 years. Right around the time I started it, my hypnic headaches improved, but I started having more frequent daytime headaches and this got worse and eventually developed into chronic migraine. (I've had episodic migraine since about 2000, with some long remission periods which I could live with. I was never chronic until starting CPAP. )
I've learned a bit about the physiological causes of migraine and can't see how CPAP could trigger them, but the timing is suspicious. I wonder how many others are affected and wish someone would study this. A decision to go off of CPAP to control migraines could have some serious unintended consequences, so I'm not there yet. Just wish there was more info out there.