Bob,
I did not experience the symptoms that you described. Do you get good quality sleep when you go to bed at night? Are you able to sleep through the night?
It could be that the fatigue is caused by something else (then again maybe not). If you had it before the bladder cancer was discovered, then it probably wouldn't be from stress associated with thinking about cancer. It probably wasn't from bladder cancer itself, because now you are cancer free. It may be worse due to the BCG treatments, but those effects should have worn off in between cycles of treatment.
You may want to talk to your regular doc about a sleep study. Sleep apnea and a ton of other things could contribute to the symptoms you describe and there are ways to treat most of the contributing causes.
Best of luck with this! Doesn't sound fun at all.
Mike