t is just true with the SNRIs that many, many people find them incredibly painful to come off of;
Yes, that! The serotonin "rebound" effect. Miss a dose and the depression starts to come right back. And no matter how hard you titrate, how slowly you come off an SSRI/SNRI, or cross taper (going down on one drug while going up on the replacement drug), it can be a shitstorm of pain and side effects to get off of.
That said, finding the right drug combo is like the holy grail if you are open to medication. If something works for you, that's awesome. Just don't ever skip doses with SSRIs or SNRIs.
Personally, I have treatment resistant (refractory) MDD, and GAD (as well as other alphabitties.) What helped me initially (like, 15-20 years ago) when Wellbutrin wasn't working out well enough and I had gone through a slew of other antidepressants, was citalopram (Celexa.) Didn't have a clue about the difficulty with missed doses, getting off, etc. Then we added buspirone (BuSpar, I think) as an anti-anxiety. Good. That was good. Limped along with that for a few years until I realized how big of a problem this chronic, low level, unconscious anxiety still was. We increases the BuSpar and BAM! So good! I can actually work again!
So, I really get the piece about needing to address the anxiety, and how a little tweak can make all the difference. Some drugs just work synergistically, they activate and amplify each other. Antidepressants and anti-anxiety meds. Like cake and ice cream.
Sorry I couldn't be more specific with respect to Effexor/Paxil. Never took Paxil, and took Effexor about 17-18 years ago and didn't realize it was contributing to my downward spiral until I got off of it.
Good luck, Lion my friend!