Could the combination of olanzapine and duloxetine be making me gain weight?

Possibly. Though it does not happen in everyone on this combination.
Maybe. Olanzapine often causes weight gain and at times elevated blood sugar, cholesterol and triglycerides. It is a major side effect of olanzapine. Duloxetine can also cause weight gain but is less likely to do so. The weight gain on Olanzapine is almost immediate and may be progressive. Duloxetine's is not. It takes time and isuncommon and small. It is more likely the olanzapine.