Yes, you're right, the Wim Hof Method (WHM) does include cold water immersion (ideally) or cold showers. His book starts off with that, and I think it turns off many people. I've not been able to do a cold shower; however, I regularly splash cold water on my face.

Anyway, the WHM also features breathwork. If you've tried Kundalini Yoga, you might recognize the process from one of the many kriyas. One chapter or paragraph from the book describes a routine to practice in order to make it easier to breathe at night.

I'm glad that your new mask is improving your sleep! I've tried breathwork while using the CPAP machine. But when I review the detailed report (which includes air volume) I don't see any difference during the breathwork time period.