No caffine is good advice, (though I drink two cups of 1/2 and 1/2 so the equivalent of 1 cup of coffee most mornings. )
Exercise, absolutely! Especially for the anxiety, though it works wonders for the depression too!
I'm not really sure why you wnat to get off the zoloft and onto the other scripts, Bozo? Are you listening to us talk about what drugs are working for us and wnating to try them, or is there a specific reason you wnat to try the other scripts?
Are you willing to give the increased dosage a working chance?
I guess I'm concerned about why you want to change, more than why the doc doesn't want you to change.
I know in the past, I wasn't happy with the Pdoc's scripts for me. But, that's because I was STONED! I was totally LOADED! I had to back OFF from what they were giving me. But, your doc is increasing the does, indicating that it was low to begin with.
In the end, your body knows what is and what isn't right. Listen to it.
And if this does isn't working, then talk about it again with the doc. If there is still no change in what is being prescribed, then, seek a second opinion.
Mike, I wish you the best...

Let us know what you decide, after gving this a fair shot, ok?
Shalom!