Assuming the chemical can be broken down and used by the body in the form of an injection (not sure of Zoloft in particular), there would be no net gain in the dose by injection than by taking it in pill form. Medicines are typically injected for one of three reasons: to provide a rapid dose when one cannot wait for the body to digest a pill (such as giving morphine to a wounded soldier), when the patient cannot keep pills down (such as giving nausea medication for a chemotherapy patient who is becoming dehydrated from vomiting), or when the chemical cannot pass the blood-brain barrier any other way (such as Human Growth Hormone injections).
In your particular case, there are a couple of things to keep in mind. 50 mg of Zoloft is 50 mg whether it is injected or digested. Second, we are only just now beginning to understand the human brain. The best a psychiatrist can currently do is make the best educated guess about the most appropriate medication for you. On average, it takes four different medication trials to find the right one for you as an individual.
There are tons of medications which do the same thing. To my knowledge, there are 32 different brand names of anti-depressants (SSRI's) in the United States. Make sure your doctor knows the medication is not improving symptoms as well as any side effects, including psychological numbing. The odds of finding a medication that will make a dramatic difference are most definitely in your favor.