When you tried the ace bandage, did you use the regular type, or the self-adhesive one? If you used the regular type, try buying the self-adhesive one. The self-adhesive has a kind of "nubby" texture, and might work better without slipping off your hair.
As far as the full face masks, it might be a good idea to try several different types to see if you can tolerate one type more than another. I just saw one called the Quattro FX for Her, which is pretty light and open looking. I'm going to try it the next time I get a mask. If you do decide to try a full face mask again, try putting it on and wearing it around the house, without the cpap hooked up or anything. Sometimes, taking that "oh, I have to get to sleep with this thing on my face!" pressure off will help you acclimate a little more easily.
Dry mouth - there is a line of products by Biotene designed to help with this problem. Mouth rinse, etc. They are available in any drugstore and are not a prescription item.
Hope some of this helps
Resmed Vpap Adapt SV Enhanced, Respironics Fit Life total face mask, Forma full face mask.
Complex apnea, original AHI 80