Are you able to call a pharmacist now? They will be able to answer better than someone here.
Hopefully you followed the sensible advice to ask a pharmacist. If you didn't, 'ballpark' answers would be:
1) Paxil (Paroxetine) is well-known to have unpleasant symptoms as part of a discontinuation syndrome. 40mg daily is a significant dose and one would expect to have difficult experiences upon changing or stopping it. However, three weeks is a long-time, it's possible your mood is dropping and worth discussing this with your doctor.
2) Prozac (Fluoxetine) has a very long half-life, possibly up to eight weeks, and so does take much longer than most SSRI's to 'kick in'. Also, it's thought any individual anti-depressant will only produce symptom relief in about two-thirds of depressed individuals who take it. Again, perhaps speak with your prescriber.
3) & 4) Wikipedia does not give 'ex cathedra' advice and you should be critical of anything you read there. Klonopin (Clonazepam) is a powerful benzo; 1mg is roughly equivalent to 10mg of Valium (Diazepam). All drugs have unwanted effects as well as therapeutic ones and mixing drugs will almost always carry a possibility of interaction. However, if this interaction is rare, your prescriber has presumably decided that the benefits of you taking Klonopin outweigh the risks. Yet again, you need to discuss this with your doctor.