Luvox and Paxil CR are both SSRI's. Usually from what I understand they don't often mix SSRI's due to the possiblity of a reaction, but I'm sure it is done and is perfectly safe when done correctly. I've heard of augmenting one drug with another drug but I haven't heard of doing it with two SSRI's that often. I have heard of an SSRI being mixed with a Tricyclic antidepressant. The most common is Clomipramine (Anafranil) and an SSRI such as Fluvoxamine (Luvox). Usually when two drugs are combined that cause a similar response (in this case serotonin levels), I think that both drugs or atleast one is at a very low dose.
As far as the other drug you mentioned, Ativan or any Benzo with an SSRI is very common to reduce some Anxiety.
Also, sometimes just finding the right SSRI for you could work. If one SSRI offers only a partial response or an inadequate response in your opinion and your psychiatrists, than another SSRI may offer a better response. Also adding Cognitive-Behavioral Therapy to your treatment if you haven't already could definitley be a benefit. Good luck, again, I would research it if you wanted more information about it and try to have a good feel for what is going on with your treatment, even if it takes a bit of time, but of course I recomend trusting the experts or psychiatrists in the end. If you are comfortable with your psychiatrist and you feel he has enough experience treating OCD, than he most likely knows what is best, and you should feel free to ask him questions about anything on your mind, and trust him. If you aren't sure about your treatment for any reason, it's never a bad idea to get a second opinion preferably from an expert in the treatment of OCD.
Good luck and I hope your medication combo works well for you.