I think you should follow the advice of your healthcare provider. After all, he knows you best and is the only one that can tell you whether or not it's safe to stop taking your meds. Good luck!
Do as your doctor says. Zoloft is an antidepressant, and it is either the wrong one for you or a wrong dosage. It is common to have to try a variety of antidepressants to find the one that works best for you...sometimes quite a few...but it takes a couple of weeks or more to know if they are helping, so don't give up too soon.
I think you should do what the doctor says. If you have to taper off then do. You can try Benedryl to sleep until you get used to getting off of Zoloft. Maybe the promethazine isn't strong enough to stop the nausea from the Zoloft.