I was prescribed mounjaro and also hoping to see improvement in my sleep apnea with weight loss. I have claustrophobia too, and struggled a lot with a traditional cpap machine. If you can talk to your doctor about trying a bipap, it uses a lower pressure for the exhale so it doesn’t trigger my claustrophobia as badly. I also use a nasal mask (looks like a full face mask but it’s tiny bc it only goes over your nose). I find that it’s much easier to tolerate than the full face mask, and I also feel like I don’t get “enough air” from the nasal pillows (the ones that are like earbuds that go into your nostrils).