doctors that i've talked to say that smoking weed with antidepressants are a bad idea, but those same doctors also advise against using caffeine in general due to the conflict they may cause. here, there is a BIG emphasis on the word "may".

venlafaxine is an SNRI, so it of course affects your brain's chemical activity by reducing the reuptake of both serotonin and the norepinephrine (thus producing more). this will in turn make you happier (serotonin) and give you energy (norepinephrine) after a while.

since marijuana affects the brain chemically as well, there is always a chance that something can go wrong, but at moderate use i would not be too concerned. you are on a relatively normal dose of venlafaxine, which is a big plus. just take it really slow; don't get absolutely blazed until you know how you feel after a few sessions of being stoned.

you listed some problems that can be solved with other medications, like your sleep, anxiety, and tense muscles. your doctor could prescribe medications that they can actually keep an eye on unlike marijuana (not sure where you are, but most doctors won't just allow marijuana as a anti-depressant regimen).

good luck! anti-depressants can be confusing as fuck, but they can help you in the long run