Hi Sam,
Like most people I get frustrated with some doctors giving false info to patients. Effexor will be the most likely cause of the weight gain, it's a well known side effect - for most people at doses above 150mgs. Abilify can also cause weight gain. I can understand, the excessive weight gain won't be helping your overall state of mind. Starting any med, it's done one at a time so the side effects can be monitored, then the problematic one can be changed or reduced to resolve the issue.
Have you tried any other anti-dep before effexor? Lexapro?