Zoloft 100mg helped anxiety but not depression, effexor (venlafaxine) 150mg helped depression but not anxiety. is there a medication that will help both?

Both can help: Both meds can treat anxiety and depression. My suggestion is to work with your prescriber to try a higher dose of either med to see if one can treat both. Although, generally not recommended I have combined these two meds for the reason you stated. I sometimes find doses of Effexor (venlafaxine) above 150mg cause more anxiety. An alternative idea might be to add buproprion to Zoloft adjusting each.