Anxiety Support Group
Anxiety is a physical condition marked by intense and persistent feelings of distress, fear, angst or dread. General anxiety caused by routine day-to-day stresses usually passes quickly and is experienced by almost everyone at one time or another. However, such feelings that linger over time and are very difficult to cope with, and which lack a clear cause, may indicate...

From what I understand about Effexor, it has a short half life, so missing a dose could certainly cause some anxiety, I would think. Did you have any withdrawal-like symptoms?
Hang in there- I know what social anxiety is like, and it sucks, but you're doing the right thing by continuing to face it everyday. You can overcome this!