I don't have an anxiety Dx but have been on Effexor for some years because of my clinical depression. It has helped me without any obvious side-effects.

If you decide that Effexor is not helping you then you could discuss the option of Mirtazapine (marketed as Remeron among other names) with your psychiatrist.

The pharmacology of Remeron is similar but not identical to that of Effexor so it might meet your needs without the side-effects that you are experiencing with Effexor.