Hi bleeding, welcome to the club, I had severe social phobias and panic attacks for 20 years before getting the correct diagnosis
zoloft and all other antidepressant meds can help a lot but sometimes, as in your case, an antidepressant simply never works for a person
sadly many docs rely totally on drug company salespeople for their meds info and these people imply to docs that of course their med works for everyone
you could ask doc about trying another zoloft type antidepressant in the hope it may work, or perhaps try an antidepressant of a different type
effexor is a popular choice , its a SNRI type, zoloft is a SSRI or prozac type
try also to get some valium type meds which will help lots with any antidepressant change over
it often feels as if we are going mad but this never happens