Hi Butterfly, and welcome
I took Zoloft for a short time, (maybe I didn't give it enuf time), but it gave me h/a's.
I'm with Raina, have a time frame, or ask your doc if you should be having such bad h/a's and should you give it a little longer.
Depression is so hard to deal with and if you read some of the posts. . .you'll find you ARE NOT alone. We all have our "down times" and cry

on each others shoulders. Keep your chin up and remember, there's lots of people suffering just like you and we just talk to each other, tell the good, bad and ugly of how we feel.
Keep posting, so we know how you're doing!
Lep