Hello, Zoomie, and welcome to the site.
I think you might go back to your GP or Psych and just explain that, right now, in this period of your life, you feel like you're sinking lower despite the Zoloft and the tranqs. Maybe it's just time for you to up your dosage or to get a sleep supplement (Trazadone).
And, all this may be due to SAD (seasonal affective disorder) which may well be alleviated by getting the NHS to buy you a full spectrum lamp which you can keep turned on all through the short days... I know it has helped me a lot for the last ten years and I spent the first 25 years of my life in Dublin and London. What a nightmare it was to get up in the dark and come home when it was dark again! I still live in a short-day country, Canada, but my full spectrum light is on from 5am until I go to sleep at 11pm - it sits right over my reading and relaxing chair.
I too have felt weirdly dissatisfied when I've had everything I want in life... and I went off and studied the notions of weltschmerz and anomie.
I agree with you that the only therapy that works well for me is CBT... I say get stuck in here and do the Sessions... they help... have a look at the sister-site for Panic Sufferers...
Patrick