Congrats on your award and thank you for your service to the nation; my assessment to your questions:
1. Yes, you should appeal the denied OSA decision now that you have been provided your CPAP.
2. No, the added claims would not affect the sleep apnea appeal as they would most likely be considered "new, initial claims"; however, the SA appeal decision make take longer; you could ask for a "reconsideration" on the SA denial as well which may get you a quicker decision back, however, just keep in mind the reconsideration does not toll your appeal clock.
3. Yes, it can take anywhere from 24 to 60 months or longer in some cases to get a decision.
4. The VA have many great providers treating Veterans and this would probably get varying opinions from Veterans so this would be an individual decision on what's best for you.
5. My understanding of the reevaluation in 5 years is those specific SC conditions will be checked again by a VA provider to see what the current level of severity is; i.e., has there been any improvement, have the conditions gotten worse, etc.
The above responses are my opinion only on the questions you ask; other more experienced Vets may also chime in to give you more advice.
P.S. I would recommend you get a Service Organization Representative to assist you if you don't already have one; if you do have one, get their recommendations on your next step as well.