I'm surprised they doubled your dose instead of gradually increasing it... Why don't you ask your GP if it's ok to try that first? I'm guessing the late night anxiety and sleeping issues are a result of increasing the dosage too rapidly.
Don't beat yourself up about letting them change your meds- they're the professionals and they're supposed to know best, unfortunately that isn't always the way but that isn't your fault at all.
As you know I've found Venlafaxine helpful for anxiety and slightly for depression but it suppresses my appetite so I wouldn't recommend it for an ED.
Big hugs x
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