The meaning of "pure", and the meaning of "effect" are closely intertwined, because essentially, "pure" (in this usage) means "not having any effects", and "effect" means "the part of the function result that isn't pure". If what you have in your mind is a function `div :: Int -> Int -> Int`, and instead have to settle for `div :: Int -> Int -> Maybe Int`, they you could consider the first the type it should have "if it were pure", and call the Maybe type "an effect". The words are relative to your starting assumption of what type div should have, though. As you mention, you could also quite reasonably admit that `Maybe Int` is a perfectly good type on its own, and consider `safeDiv` to be a pure function with this type as a codomain.
You can even pull the same trick with more powerful effects. The type `IO Int` is a (more or less) defined type, and its values are ACTIONS that your computer could take, which if they don't fail return an Int. From this perspective, even a function like `readFile :: FilePath -> IO ByteString` is a "pure" function, which maps file paths to actions. But if you consider it as a map from file paths to bytestrings, then it is effectful. Again, these words are defined relative to what you consider the result to be. (I'm ignoring, here, some questions about what the correct semantics for IO types even is...)
If you want a more formal (but less intuitive) way to think about this, then you can turn to category theory. In category theory, a monad (say, F) is an endofunctor in some category -- for us, typically the category of Haskell types and functions. But F also defines a SECOND category, called the Kleisli category of F: the set of types here the same, but a "Kleisli arrow" between two objects A and B is a function A -> F B in the base category. Notice that any Kleisli arrow IS an arrow in the base category, so in that sense you could claim that it's "pure". But IF you choose to think about it as an arrow from A to B, THEN you must be talking about the Kleisli category, and it has an effect captured by F. If that wasn't what you were looking for, though, feel free to ignore it.