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!