Thanks for posting your query.
I can understand your concern for the lack of sensations in the penis during sex.
Two visible causes in your case are depression and antidepressant sertraline which may be causing the loss of sensation in penis during intercourse. Depression itself is an important cause of sexual dysfunction but more important is the prolonged use of sertraline which has known side effects of ejaculation failure and paresthesia. Paresthesia is a sensation of tingling, tickling, prickling, pricking, or burning of a person's skin with no apparent long-term physical effect.
Apart from that other causes which can cause loss of sensations during intercourse are diabetes, syphilis ( a venereal disease) and an internal yeast infection (candidiasis). A common symptom of that condition is a loss of sexual feeling. Diabetes can also cause loss of sensation during sex. Have your blood sugar levels been checked? Has anyone given you a glucose tolerance test?
If you have had an injury or surgery to your back or spine in the past, this could also account for possible nerve damage. A simple reflex test can determine if you have any nerve damage in your penis.
You have asked for medicine which you can take before sex which can improve your symptoms. However treatment is diagnosis specific and diagnosis needs to be confirmed first. Hence get all these causes ruled out from your urologist. He may change the antidepressant medicine from Sertraline which is a selective serotonin reuptake inhibitor (SSRI) to either tricyclic antidepressant or monoamine oxidase inhibitors (MAOIs).
Hope that this information helps and hope that you get better soon.
Wishing you good health.