Can ocd/unwanted thoughts come back/increase when stopping venlafaxine?

Yes: OCD tends to be longstanding problem. It can go into remission esp with CBT therapy, but recurrences are common. SSRI treatment can have prophylactic benefits. If stopping SSRI esp venlafaxine do it very slowly, over months or years to reduce risk of withdrawal and relapse. In my experience those who suffer the most withdrawal are relapsing and need the med most.