I would call your GP tomorrow morning. I am in no way a qualified professional but I can share with you my experience with sertraline.
I was put on the lowest dose of 50 mg sertraline about 2 years ago, I was feeling very low with lots of horrible intrusive thoughts so needed medication as I didn't feel there was an end to me feeling that way without some.
The first four weeks of me taking sertraline were absolute hell, my intrusive thoughts were worse, actually they became urges as well, I couldn't sleep although I was exhausted, when I eventually did sleep I was having horrific nightmares, I felt sick to my stomach, I couldn't eat. I ended up round at my ex partners house holding my head in my hands saying that I was losing my mind and to take me to the hospital. Everyone kept telling me to give it time, it takes time for it to work.
I stuck it out, into the 5th week I did start to feel better, sleeping better and intrusive thoughts weren't as intense. By week 8 is definitely when I started to feel the benefits, the world suddenly didn't seem so scary and dark, the cloud started to life cliche as that sounds. And from then on things just got better and better. That's not to say I didn't have my off days but the good certainly outweighed them. I still had (and still do) have some intrusive thoughts, but they don't bother me as I almost learn to laugh at them now, they no longer give me that awful feeling in the pit of my stomach.
I was only on sertraline for 8 months, and I honestly think it was a huge help on getting me back on track. I weaned myself off them about 1 year ago and I have had ups and downs since then but have managed to deal with my episodes of low moods and anxiety and it's nice to know if things were ever to get so bad again, I can go back on it.
Certainly for me sertraline worked, but it really did take about 8 weeks, so if you could possibly stick with it until then? Once again though, you should definetely let your doctor know how you are feeling as this is just my experience and no one is the same.
If sertraline is not for you, there are plenty of other meds to try and one will be right for you, so please don't feel too discouraged, I know it's horrible but please hang in there. It does get better.
Hugs xx