First off I'm new to this board, this is my first post actually. So I don't know a lot about your history, but I do know how hard all of this is - and so to a degree, levels of depression and anxiety are normal. Highly unpleasant!- but to a degree, depending where you are on your journey with all of this, if this is still relatively new or you are still going through that first "oh my god this is happening" part of the process, these emotions are normal. Whats your doc think? What are your symptoms - relating to depression/anxiety part and then to the lupus part.
I'm, well, about half a year away from being a social worker but I've had a decent amount of experience working in psych and from what I can tell you effexor is really good for both depression AND anxiety, and the side-effects are going to be helpful to you as well because as some antidepressants can cause drowsiness/slight feelings of sedation etc, effexor creates the opposite so if anything it should help your energy levels too.
But since a lot of your depression/anxiety might very well be triggered by your situation what you are going through and maybe lack of support - your best bet is to add some sort of mindfulness medtiation practices and oh my god yoga I used to be so adamant and stubborn about not doing it and not really thinking it could do much for my mood but its been one of the biggest game changers for me. Now, the motivation doesn't come first, it comes AFTER. So don't wait, you need to make a commitment to promise to do it whether you feel like it or not (and the days you really can't not because you don't want to but because of the lupus symptoms etc, to not be hard on yourself) for at least the first month, but once you make that commitment you'll start to notice you'll begin to look forward to doing it. It helps a lot with my pain as well, keeps me stretched helps stiffness and the building of muscle mass seriously helps out your body. Make sure you are doing the kind of practice that you are able to do though, physically. I push myself too much and become my own worst enemy.
Jon Kabat Zin has a great mindfulness meditation practice for people with chronic pain and chronic serious illnesses. He has an awesome book too but I bet you can find some good guided meditations of his online.
In my experience, professionally and personally, if you are going to go for the anti-depressant a)be patient with yourself, you may not see results for 6-8 weeks and b) the best success rates are almost always paired up with some sort of complementary practice, mediation, yoga, and an ear to listen. Sometimes you NEED to cry in order to feel better later. Perhaps seeing a counselor would be wise? It's a lot you are dealing with, and not only the symptoms but we often have to deal with the ways in which people react to us being sick, you know?
What medication did you have a reaction to? This will help me to figure out which medication I can suggest that wouldn't have that type of adverse reaction.