I've never taken Effexor, but I read your post and I wanted to let you know that I've went through similar feeling after stopping other medications. I don't know, maybe your doctor will want to try a different medication, or a smaller dosage of Effexor. I hope you feel better soon.
I've been on Effexor for 5 years and turns out I stopped it because of the physical harm it does to the body (especially the heart) and then I felt like you felt-all over the place and incredibly depressed. I then went on Zoloft which 9 months later doesn't work now! The Effexor worked for me but I can tell u, I really found it v v hard to get off of and I was on half the normal dose. Good luck with it. Maybe there's something you our take to help like diazepam to help you get off the withdrawal symptoms?
Have a read of the comments above where there are over 800 experiences of withdrawing from Effexor. I am slowly weaning off. Before I went cold turkey, and was fine after 2 weeks, but had to go on to it again. This time, with my doctor's help, I am withdrawing from 150mg daily over a year, as I am told, the slower the better.
Hope you feel better soon. I am told what you are feeling could be withdrawal. When I stopped before I was well for a year, and then had what I thought was depression returning. I am now told it could have been withdrawals, even after all that time. this time I will ride it out for longer. I don't know how we can tell which is withdrawal symptoms and which is the return of depression. Seems they both feel the same.