As a previous answerer said, it can take 4 to 6 weeks before the positive effects of Zoloft (and similar drugs) kick in.
MDs generally start patients off at a low dosage. Later on, the doc can increase the dosage if necessary. Sometimes, a 2nd med is used to increase the effect of the 1st drug. With a good doc, this is done systematically. Increasing a dosage or adding a 2nd med---not doing two things at the same time.
Ok, now I will finally answer your question. Here it comes: Welcome to the wacky world of psych medications. That's all you need to know ;-)
Unfortunately, a med that works well for one person may not work at all for another person with similar symptoms. Sometimes, a med can work for a few weeks or months and then stop working. This has happened to me (and possibly you) and I know that it can be VERY discouraging. So, even with very good docs, getting the right meds can be trial and error (more discouraging news). Similarly, there is a broad variation in possible side effects. You might read that a certain side effect occurs in a tiny 0.002 percent of patients. However, when you are one of the 0.002 percent, it sucks.
Please don't be insulted, but the 1st two weeks when you felt so good might have been a placebo effect. In general, Zoloft and similar psych meds don't act so fast.
So what should you do? I don't know how long it is till your next appt. You can talk to a pharmacist who has almost as much training as an MD. If possible, you might want to call your doc or make an appt asap. That way you and your doc can decide if your dosage should be upped or a new med added.
In case I did not stress it enough, you really cannot expect too much of a change in 3 weeks with these kind of meds (called SSRIs). Give it time. I have met many people whose lives were dramatically changed when they got the right meds.
Don't forget some form of counseling or therapy. In my opinion, It's unlikely that popping a pill will cure all your anxiety problems. Some folks say cognitive behavioral therapy (CBT) is very good, but you gotta find what works best for you. Research indicates that meds + therapy work better than meds alone or therapy alone. Be well.