I got diagnosed this year. Used to it now, but the full face mask was giving me a solid red line on nose bridge and spots would appear there, couldn't loosen it too much or it would leak. Got a Philips one that sits around the mouth and under nose instead.
There is one site that lets you return them, but you've got to basically purchase this additional insurance to give you the privilege to return, which I guess is understandable considering their medical devices. Might have been CPAP.co.uk, yes it was and it's £20
I've got a Sefam nea with heated humidifier etc, I didn't bother going through the NHS for this because it would take too long.
Edit: I sleep on my side but don't use a special pillow. Still got my ol Simba Hybrid one,