Thank you for your question and welcome to Health Central's Anxiety Community.
I am not a medical professional and would not be able to give you medical advice. I can tell you that many of these types of medications can take several weeks to feel the full effect.
I would suggest keeping a daily log of how you are feeling. Write down information, such as when you took the medication, how much anxiety you felt throughout the day, what symptoms were most severe and how they impacted your daily life. Keep notes on what types of OCD and depression symptoms you felt and what you did to help control/manage the symptoms.
You can then share this information with your doctor at your next appointment and together decide whether continuing the medication is right for you. Please do not stop this medication without first talking with your doctor as you can experience withdrawal symptoms if you suddenly stop taking it.