You sound a lot like me. I tried willpower for three years until I attempted suicide and realized it wasn't working--so no, I don't believe you can cure yourself that way. Like you, I was on Effexor XR. The doctor had to keep upping the dose until I could function relatively normally again, but it still took five years for me to completely level back to normal. It sounds like you might not have found the right drug/therapy yet. It sounds like you have a lot of things working against you at once--depression, anxiety, ocd--so you might need a variety of treatments to get better.

Good luck. There is hope even in the darkness.