I am a C-Pap user and I went for a colonoscopy and had no problems. I did take my machine with me and it was not needed. I agree with KatEyes that you should let your doctor and nurses know.
It would be a good idea to let the doctor and attending nurses know of your concern so they can be alert for any possible problems. And have a family member sit with you as long as you are still under the effects of the sedation. Your title says you have sleep apnea - some take their cpap machine to the hospital but usually it is not needed. You'll only be under a short period of time, and even then it's not totally under. As long as everyone knows, you should be fine.