First of all, I don't think Zoloft is approved for use in pregnancy either. Second, how quickly did you quit using Paxil? Switching to Zoloft won't help the withdrawal from Paxil, which is one of the most difficult medications to stop taking particularly after that long. It needs to be done very slowly -- after that long it might take months and months. It sounds to me like you're suffering from Paxil withdrawal, and I'm afraid the only way to stop it is to hope it goes away on its own however long that takes or to go back on it at the lowest dose at which it worked fine and do a taper slowly enough that it might limit the withdrawal. Taking the Zoloft might be making this worse, as you're probably suffering start-up side effects from the Zoloft in combination with the withdrawal from Paxil. I hope it all goes away soon.
I hear paxil if very hard to go off. I would hope the zoloft will start to work after some time, it took me 6-8 weeks for it to work? Are you taking the med for depression? Did the Dr. give you anything for short term to help?