Two people who are far more qualified than I am to give you advice have already told you what they thought. My guess is that you really want to try getting off the Zoloft but want an authority to back up that decision. I’m sorry I can’t help you with that. But here’s another idea: Why don’t you go back to these doctors and ask them what would happen if you go off the medication, find that you can’t manage it, and have to go back on? Would that be in any way dangerous for you or the baby? If not, then maybe you want to give it a try.
Meanwhile, I hope you are getting some talk therapy to help you learn to manage your depressive symptoms. Research has shown again and again that the best approach for long-term results is a combination of medication and therapy. As lovable as they are, babies add stress and take away sleep. Both could make it harder to handle your mood. While you wait for your baby, it would be a very good idea to do whatever you can to make yourself emotionally stronger.
I wish you well.