Melatonin is produced naturally
Part of our circadian rythm is affected by melatonin, which we produce naturally. Supplemental melatonin may help in "getting" to sleep, but may not assist in the QUALITY of sleep. Many that take sleep aids "get" sleep, but not RESTFUL sleep.
If you have sleep apnea, you MUST maintain the airway patency (open airway). CPAP does a good job, but oral appliances can help too. Melatonin will NOT assist with the airway.
you should stay away from melatonin or any drug similar to it if you have sleep apnea and should continue with CPAP.
Melatonin and sleep apnea
Melatonin is a sleep synchronizer. Melatonin tells your brain that its time to go to sleep. Melatonin does not improve obstructive sleep apnea. There are many options to treat severe sleep apnea including CPAP and sleep surgery (upper airway surgery).
The question of taking melatonin is not really the relevant question. Melatonin, in some case, may help people sleep. With severe sleep apnea, your problem is that you stop breathing frequently while you are sleeping. A sleep aid will not correct that and many sleep aids can make it worse. I would suggest you have a conversation with your sleep physician to see how you can learn to tolerate your CPAP. It will likely save your life. Good luck!