How do you get medical oxygen?

My fiancé has sudden spells of difficulty breathing. He will suddenly lose his breath after putting on his shoes or feeding the outdoor animals and it takes 10-30 minutes for him to recuperate. Other times he can mow the lawn or clean the truck with no issues. Hot humid weather makes it worse and more frequent.

He has been diagnosed with COPD. We also checked for lung damage caused by working with asbestos, wood, and chemical vapors most of his life, but that does not seem to be an issue.

Our problem is that his O2 levels are consistently healthy, even during a breathlessness episode. An EMT friend let him use an oxygen tank for awhile and it really made a difference, but no insurance will pay for a home tank because his O2 levels are not bad enough.

A doctor mentioned that his O2 levels are fine but that there is too much CO2 in his blood. I have just learned about CO2 retention in these forums, but none of his doctors have ever told us about it.

Is there any way around the insurance companies to get medical oxygen? Can we buy it ourselves if we can scrape together the money? We would like to continue showing his work at craft fairs, and we can't do that with a CPAP for CO2 retention. I don't want him to suddenly get old because of some stupid insurance rule.