Depression

I've dealt with anxiety and depression in the past, but haven't needed meds or intervention for the past few years. I feel it creeping back, at 22 weeks, and I'm scared. Last week, 2 large dogs attacked my little dog, Carlee... She was my baby. The killed her, then came after me. I managed to get in the house and grabbed one of our guns. I shot at the dogs and they ran away. It was too late for Carlee and I'm incredibly heartbroken. I went to the dr the next day and they said all is ok with the baby, but I haven't been the same since. I'm now terrified of dying before the baby is born, I want to lie in bed. I've called out the last 2 days at work and know I can't continue this... I'm a manager at a large corporation.. I need to be there. I cry every day, thinking about carlee, but also thinking about losing my husband, my baby, or another dog. My doctor offered me zoloft, but I think we're so quick to turn to drugs... Does anyone have advice on coping with depression or anxiety during pregnancy? Anyone else been through anything similar? Thanks :)