You absolutely sound as if you have sleep apnea, whether it is or not, and how serious if it is, is something you should be referred on to find out!
I can see zero good reason for discounting sleep apnea completely based purely on you not being fat! That is ridiculous and you've done the right thing in seeking a second opinion. Don't leave it to them to suggest a referral to sleep studies though, ASK for that outright.
Save your money at this point - you'll need to for CPAP supplies if you do have it and they prescribe a CPAP machine. You will get, out of the NHS, a mask, headgear and machine.
You will not get: heated pipe, water reservoir (maybe..), replacement filters for the machine, replacement cushions, vent rings, headgear and so on. Much of the kit is recommended to be replaced every three to six months - the NHS runs on 'we will replace it if it drops in bits and not until'.
For most kit (ResMed airsense usually) you CAN buy off-brand compatible stuff, and I recommend you do as the ResMed kit is stupid money - £37.99 for a replacement air vent ring (on my mind as I had to buy some today) that needs replacing every three months as it has a filter inside that will get clarted up with grot and cannot be cleaned out and have the filter replaced! I bought a pack of two off brand compatible ones for £20.
If they offer you a machine and a mask - don't just shove it on your face sat up - insist they let you lie down on a bed with your head on a pillow to test the fit, that changes the fit quite a lot!
If your hospital are anything like mine, they will wang on about not using this or that, not cleaning it with certain things, blah blah etc - you can buy wipes, use them nightly to clean the silicone so it actually sticks to your face. You can get fabric covers, these can interfere with the seal but on the other hand if it stops you ripping it off your face in your sleep because you're dreaming of facehuggers.. its worth a go.
I also recommend some sort of silky cover over the straps on your head as it will bugger your hair up!