Zoloft sometimes make anxiety worse when it acts as stimulant, and in general, is not as effective for anxiety as it is for depression. You might ask your doctor to add klonopin. Exercise is also a good self help approach.
Nobody knows, really, what med will work best for you. If the Zoloft doesn't work, you can try another. For the cortisol, you can try taking adaptogenic herbs such as eleuthero and ashwagandha, and an herb called holy basil, which helps lower cortisol levels. Of course, since the cortisol is a result of the anxiety, the best cure is for that CBT to work. Good luck with it.
Luvox is good for anxiety although it is an antidepressant. I've been on both that and Zoloft. Goodluck x