I am worried that I have caused myself damage from overdosing several times on effexor (venlafaxine)?

Effexor (venlafaxine) overdose. I am more concerned with your repeated suicide attempts than with effects of medication. Discuss a plan with your doctor regarding future therapy for your depression to help u explore alternatives to cope with despair and thoughts of self harm.
Consult. If you have concern about overdosing on a medication, consult you physician. He/she can run tests on the possible damage and can make recommendations to remediate any problems found.