A shitty experience with Zoloft was a very defining event in my turn to cannabis as a better treatment for my own psych-medded issues. I feel that when a patient comes in with both depression and anxiety, Zoloft is not a good choice, as it seems to exacerbate the anxiety portion in many people I've talked to or seen posts from.
Since you do in fact have an existing medical history, with documentation, that you have tried other options for medicating your troubles, you have an even stronger case for a card.
Best of luck!