Diarrhea and infectious diarrhea are side effects of the Alli, so a stool culture can be contemplated by your GP to ascertain the cause of diarrhea.
The diarrhea if very vigorous can cause the affect the absorption of Effexor, otherwise this absorbs reasonably well, so may not be affected in less severe case.
Please feel free for your follow up questions.
Her symptoms would be returning for which effexor is given (depression or generalized anxiety disorder), so you may appreciate some of the symptoms rebounding.
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The agitation can occur but incoordination, shaking/tremors, and slurring of speech are not explained on this basis. This would warrant a neurological examination (cerebellum, a part of brain is related to all of these).