Everything you described sounds pretty common for anxiety and depression. Do you know what sleeping medication he's taking? Some of them can cause some of these symptoms too.

It can often take 2-4 weeks for the Zoloft to begin to work so don't expect any changes right away.

When you say "his introversion scares you" are you referring to a concern that he may do something to harm himself in some way?

Is he going to talk therapy too? Or is he just taking the medication at this point?

I don't mean to frighten you in any way, but you should be warned that SOME people have become even more depressed taking Zoloft, so please be sure to keep an eye on him (his behaviors) and stay in contact with his doctor.