My question to you is - what are you calling insomnia? Are you A., unable to fall asleep or B., keep waking up during the night?
If you are unable to fall asleep, there are products like Lunesta and Ambien (or heck even Valium) that can help you relax and fall asleep.
If you are waking a lot during the night, is it because you have to use the restroom? If so, you may have an overactive bladder. I had this problem. Once I got on Ditropan I was able to sleep better because I didn't have to get up and go pee every 2 hours. What a relief!
If you are waking a lot during the night and don't know why, but you are able to get back to sleep no problem, you may be having apneas. When you have an apnea and your airway closes off, your autonomic system, that's located in the back of your brain, will scream out to your airway, "Dragster! BREATHE!!" and you will wake up. Some people wake with a start, feeling as though they are suffocating. Most people don't even realize they're having apneas. They'll wake up "for some reason", go watch some TV, come back to bed, only to do the same thing again in 2 hours, etc.
Untreated sleep apnea won't cause insomnia, but it will keep you from getting a good night's sleep, which may make people think they have insomnia. Does that make sense? You are doing some things right - exercising, using your CPAP, taking your medication. CPAP therapy may even help lower your blood pressure. So don't stop using it.
Lots of people have problems sleeping during a sleep study. You're not at home in your own bed, you're not with your spouse/partner, your faithful dog isn't at the end of the bed, or snoring next to you like mine is, and you know someone is watching you and may walk in at any moment to wake you up for some reason. So don't worry about not being able to sleep during your sleep study. Some clinics offer titration devices you can take home with you. They have data cards in them that record your information and all you have to do is take it back to the sleep clinic and they can interpret the data.
A pressure of 8 isn't very high, so it may be that your pressure is too low and it's not keep your airway open, therefore you're having apneas and they're waking you up. I'm not sure where the tinnitus came from. Some new CPAP patients find that their ears pop, which may mean your sinuses and ears aren't draining as they should, which can be resolved with a visit to your ENT (ear, nose and throat doctor). If you have severe nasal allergies, don't use a nasal mask - it won't do you any good because if your nose is stuffed up, there's nowhere for the air to go. It is important that you have a humidifier, it will keep you from drying out and makes treatment more comfortable.
Sleeping pills can cause sleep apnea because they relax your body just like the deeper stages of sleep and REM sleep do. When you're that relaxed, your body goes into paralysis and you can't move. This can cause your airway to close and then you have an apnea.
Well now that I've rambled on forever, I hope some of this information will be useful to you. Take a piece of paper and write down all your questions for your doctor. Write down the doctor's responses, too, so that you know you are both on the same page. Good luck!