Isn't it unusual to to get pulsing headaches and sleepiness during the day while using a cpap?

OSA: No. If you are still sleepy despite using CPAP then see your sleep physician for either an adjustment to your settings, a repeat titration, or further testing. Headaches with CPAP can occur and may be related to sinus issues or even tightness of the headstraps. Try adjusting the straps or get a new mask. Sometimes a switch to oral appliance therapy can help as long as you don't have TMJ disorder.