My doc said to take it in the morning because it might make it a little trickier for me to sleep in the evening.

Agitation / headaches / nausea are very common side-effects of withdrawal from effexor. Missing a dose for a couple days could indeed produce those side effects.

If effexor seems to be working then take it by all means.

There are ways to withdraw from the substance GRADUALLY over a rather long period of time so as to minimise the withdrawal side-effects (e.g., by gradual reduction of grains).