Yes, they still do work as they have different mode of action from buprenorphine. As a matter of fact buprenorphine have some ability to increase monoamines biosynthesis through kappa antagonism, so there might be some synergy with SSRIs/SNRIs. I don't know if you're wasting your money, but perhaps you don't need venlafaxine at all.
I read about buprenorphine/samidorphan being tested in a combination with antidepressants as a treatment for refractory depression and I'm wondering why they would make people take buprenorphine/samidorphan along with an SSRI/SNRI without switching them to a buprenorphine/samidorphan drug alone and see how it works out. Buprenorphine on its own seems to have a higher antidepressant potential than any SSRI/SNRI tested in the past. Why is it treated as an adjunct therapy? Well, obviously if you suddenly have a much better option for depression than all those shitty antidepressants used so far, it means great money loss for big pharmaceutical companies.