I haven't come off Venlafaxine, I was prescribed it when I came off Citalopram, and wasn't happy to start taking the Venlafaxine.
When I came off the Citalopram, I felt as if my depression was coming back, and I became so snappy and irritable that I was beginning to think I was losing my mind. I wasn't - it's one of the side-effects of coming off the anti-depressants. Obviously your ad is different to mine, but it could be that the symptoms of withdrawal are similar and it's withdrawal that's doing it, not the depression returning. You'll only know that for sure once you've stopped the ads altogether.
Once I came off the ads, I was amazed at how much more clearly I was thinking. I hadn't realised how much they had clouded my mind, and how numb they had made me feel. I decided then that I would rather feel depressed than feel like a numb zombie - at least my feelings were real. That's not for everyone, and sometimes I think it might be easier to cope with the ads, but I just felt that they weren't addressing the real problem, they were just masking it with numbness.
Getting on with your life might be difficult if you're still suffering with the depression, but there may be other ways of treating it than ads. If you see your GP, you don't have to accept what he says about increasing your dose, you can ask for counselling or CBT instead. You may find there's a long waiting list, but do press to be added to it. Or if you can afford it, maybe you could ask the GP to recommend a counsellor to you and pay privately.
You could always try something like St John's Wort as well; I've been using the tincture, and I believe that it helps me to cope - it takes the edge off things without dulling the senses the way that ads did.
Once you come off the ads completely, you'll have a better idea of how you really feel, and can judge what your next step ought to be much better.