I've been taking Effexor successfully for a number of years. Yes it does have a slight constipating effect. Since I have IBS-D, it was great for me! But how frustrating for you.
Yes, the side effects do lessen as the body gets used to it. I don't remember how long you said you'd been taking it, but for me the side effects (except for dry mouth) went away within 2-3 weeks, a month at the most. Too long not to poop, I agree! But perhaps the suppository will work for you. It's worth trying, because Effexor can be VERY helpful.
Someone mentioned the vivid dreams. I have that side effect too but not bad enough to matter, not nightmares just very vivid very real dreams. It's kinda fun!
But everyone's different, and so are antidepressents. If one doesn't work, my doctor just tries another. So by all means call your doctor and let him/her know.
(I love the way we can all share our common knowledge and experience here. Isn't the Internet great?!)