You are getting what is called rainout. iktnky hit the nail on the head. You can try to tuck the hose under the covers with you or you can fashion a homemade hose cover out of old tube socks..or if you or someone you know is handy...sew a long tube type covering to slip over it.....nothing so heavy that it will weigh down the hose and cause it to pull against the mask too much.
If you want to get fancy..you will find the hose covers on line and you will also find the heated Aussie hoses on line.
As for the headaches...you may not need the humidity as high..play with it to find your optimal setting.
I'm only a sufferer, not a medical pro. What I post are my thoughts as a sufferer, not that of the ASAA. As a moderator on these forums I oversee the posting rules. This is the internet, always discuss what you read with your medical team.