Good. Those are the toughest.
None of these alone would seem an unsurmountable obstacle to getting a medical. You may need some paperwork on the control of your migraines, doses etc. Also, they get all wound up about OSA, so you may need some paperwork on that as well (documenting successful treatment etc.)
Other than that it sounds like you are someone who worked hard in his life.
Find an AME who is willing to talk to you before you start filling out any FAA paperwork. Disclose the entire laundry list to him/her and ask him whether there is anything he thinks he has to defer or deny you for. Consider travelling to see an AME who is willing to play ball. If there is something in your list that would truly disqualify you, then dont apply for a medical so you keep the option of getting a light sport license.
I have met a Northwest captain who was on a 100% disability pension from the VA after retiring from flying F16s. His issues were similar to yours, the result of hard work, abusive loads during his military flying career and maybe a pound or three extra around the belly. None of these issues alone was enough to keep him from getting his 1st class medical every 6 months.
Keep an eye on the meds you are taking, dont get hooked on narcs, do whatever it takes to control the OSA. Dig through your medical records so you have documentation of all these things, stick them in a big old folder with tabs for each diagnosis
. The FAA has little problems certifying you with 10 diagnoses as long as none of them alone is on their list of no-nos. But forget 1 thing and get found out about later and they'll nail you to the cross for lying to them.
Oh, and you DO have disclose that you receive disability benefits and if you received a medical discharge from the military. They have started to cross-check with disability databases, one case about this actually made it to the US supreme court earlier this year (the airman lost based on a technicality).