Oh David....I wish I'd seen your post last week. I'm actually currently travelling home from the SASA (Scottish Association for Sleep Apnoea) Conference. I was speaking there and so was Dr Tom Mackay. Anyway, I hope you knew about the Conference and was perhaps there.
It's horrid when people are using their machines and still experiencing daytime fatigue and you're certainly with a good sleep consultant. Can I ask if you've had your blood gases checked to make sure you're not retaining carbon dioxide? I was and had to be taken off CPAP and put on VPAP. Also, do you use your machine for ALL sleeps and how many hours do you manage?
I'm not sure why a gumshield would work though, assuming you're on good PAP therapy, despite the fatigue.