Good Morning Ben,
If the Effexor is not working it does make sense to choose another medication.
Clomipramine, brand name is Anafranil is used in the treatment of Obsessive Compulsive Disorders (OCD). It may take 2 to 3 weeks before the full effects of this medication are noticed. This medication has also been used to treat depression and anxiety/panic disorders.
I am glad to hear you have opened up and discuss your problems with your Doctor. That is a huge step in the right direction. Keep on working with what you have learned in CBT.
Health & Happiness,
Kitt