This is a psychiatrist. I would love to find a new one but they are in short supply around here. He says this is the way to go. Even if the Effexor doesn't work he still doesn't want to try Zoloft, he suggested a tricyclic. My GP is willing to try Zoloft. I'm just scared nothing is going to work now.
First, get a psychiatrist. At least get a new doctor. There is no reason Zoloft won't work because Lexapro stopped working -- the only ssri I know of having this effect is Paxil, because it is just too strong for anyone but the desperate. (Not that it works better -- it's just stronger on the brain). The Effexor is bothering you most likely because it's also targeting norepinephrine, basically adrenalin, so it's not usually used for primary anxiety. I'd get a new doc and try the Zoloft, but don't quit the Effexor abruptly -- taper off slowly.