The thing about sleep apnea is that it does not give us the luxury to die. It makes us feel already dead. You see, you probably already know that dying is not the worst thing that one could get, it's living a bad life. It's being unable to focus on anything, learn anything or remember anything. It's being always unstable and susceptible to emotions not controled by your prefrontal cortex. It's feeling depressed, anxious and not that much excited about things that you once loved to do. So don't think that quitting treating your apnea will make you die at 88 instead of 90. It may force you to live a shitty life until 92.
So let's not let it happen and let's improve your treatment.
People might have mentioned before, but anyway:
1) Which equipment are you using and which settings are they running? CPAP machine, mask, pressure configuration, humidity levels and things like that. Everything matters.
2) Get a copy of your sleep study. Check the details. Apenas/hypopneas per hour, which kinds of apnea happened, oxygen desaturation and sleep architecture would be enough for you to analyze at a first glance. Post them here, too.
3) Try harder, soldier. Consider these two months as a mere training. Eventually you'll be able to sleep easily even with the CPAP noise, the hose and everything. It takes more or less time for each one of us, but suddenly you're just waking up refreshed thanks to that noisy friend - which turned out to be fairly silent.
Consider your treatment like a mission. You just don't simply give up, do you? It'll get easier, I promise. Just be patient and disciplined.