I used the F&P 406 nasal cushion mask for a time. The 'chapped' part on your nose may not be 'wind burn' or even chapped at all, but caused by poor mask fit. I had this problem with this mask and I never did get it adjusted so it didn't hurt and didn't leak.
Chapped lips are most likely from one of two things: 1) Air leaking downward at the base of the mask, or 2) you are mouth breathing.
If you don't have the fitting instructions for your mask, you can get them here:
http://www.fphcare.co.nz/osa/pdf/HC406/185044117.pdf
Please see if you can get the mask to fit well without hurting your nose and not leak. Do not continue to use a mask that is hurting your nose, the sore or wound can take many months to heal and may leave a permanent redness or impaired sensation.
If you are unable to get your mask to fit, please see your DME/mask provider and let them know. It may very well be you need a different mask.
Do you have a fully-data-capable machine? (One that displays your overnight leak rate and AHI.) If you are not sure, post us your make and model machine and someone here will be able to tell you. A high leak rate with a nasal mask often indicates mouth breathing, though it can indicate poor fit and a leaking mask as well.
Blessings,
--pseudonym