I use a cpap machine and during the day i feel short of breath but my o2 sat is 99%. is that normal?

Short of breath: Yes that is a normal oxygen level. See your doctor as to why you are shourt of breath.

Short of breath: If you are short of breath with normal oxygenation, that implies you have an increased work of breathing. You should see your doctor and get checked out.

No: Not normal. Many reasons for shortness of breath. See your regular MD.