You have to work this out with your psychiatrist, not by yourself and not by the kind of casual advice you might get from me or anyone else on this site.
Not a doc, but the combo of Lexapro and Effexor is pretty odd to me. They both affect serotonin, but Effexor also affects norepinephrine. I can switching from one to the other, but don't understand taking both. You do need to discuss this thoroughly with a psychiatrist, but I'd personally get another opinion if you can for these reasons: This one is just adding meds to meds that don't work. That isn't how augmentation is usually done. Usually, you take a med and it works but doesn't work well enough, so you augment. You say the meds you were taking didn't work, but instead of switching you the doc augmented something that wasn't working. That isn't going to make it work any better, right? And you're listing a lot of side effects that any of the meds could be causing. Celexa and Lexapro don't affect people the same either, even thought they're derived from the same core. Effects and side effects can be very different. Sweating, by the way, is a common side effect of Celexa, Lexapro, and Effexor, let alone the other med you're taking which I know nothing about. Sleep problems could be caused by the norepinephrine effect of Effexor. All the meds you're taking can cause weight gain. So as I say, you really need to talk to someone, but I'd recommend someone else.