I too have had insomnia for quite some time. I have been medicating myself to sleep for the better part of 7 years. Like most of you I underwent a battery of tests when I first started to have insomnia. It was a very rapid onset for me. I went from being able to sleep a full night to hardly able to sleep at all in what seemed to be a matter of days. At first things like NyQuil helped, then I graduated to Rx antihistamines (atarax/hydroxizine), as I was reluctant to start benzodiazepines or similar drugs. Finally, I gave in and started taking Ambien and I've been medicating ever since.
As far as sleep studies, they won't do one unless they are fairly confident of a sleep apnea diagnosis. That's more your insurance company than your doc, the insurance companies don't want to pay for expensive tests that yield predictably negative results.
The SpO2 studies are intriguing to me. I've never had one, probably because my PFT's have always been extremely high (they only recently have dropped below 100% predicted, I've been as high as 105%). It seems to me that higher than average PFT's does not necessarily mean that I'm not dropping my SpO2 at night for some reason. I might investigate this further.
Having said that, there are TONS of people in the US that suffer from insomnia and it very well might be that there is no correlation to CF at all.
In my case I eventually sought treatment by a sleep specialist. We tried lots of things from light therapy to diet modification to melatonin supplements, all without success. I sleep fairly well with the medication, although it doesn't compare to natural sleep it's better than not sleeping at all.
I haven't seen any big insomnia studies published (probably because the pharm. companies are making a fortune from it), but it would be interesting if they would try and figure out why millions of us can't sleep.