SNRIs are just as safe or they wouldn't be able to prescribe them as easily as they do, and in all my time on here and on a similar group on fb, I have never once heard of a GP refusing to prescribe other meds when SSRI's haven't worked. Suzi's husband, for example, takes venlafaxine and has had great success with it and we've had members who have done well on duloxetine, both SNRI's. I think Paula takes venlafaxine too but not 100% sure on that. The only difference, from the reading I've done, (and I've done a lot!) is that SSRI's tend to have fewer side effects. But some people respond better to SSRI's and some respond better to SNRI's (then you get the awkward ones like me who don't respond to either ). Maybe it's a case of one of the ones you've tried that took the edge off would have worked better at a higher dose. Depression is a funny illness really as it affects us all differently.
The bonus of the recovery college stuff is it will get you out of the house.