Anxiety and depression out of control, need to start sertraline as prescribed but they make me more anxious, what can I do.

Prescriber. Sertraline making you more anxious is unusual. You need to return to your presciber and give the feedback that sertraline seems to make you more anxious. Your prescriber can then consider how to address this: is a different medication called for, as a supplement or another as a substitute?
Recommend CBT. Hi Richard, I can't give advice on meds (because I'm a psychologist), but I would highly recommend cognitive behavioral therapy. It teaches you skills and tools to help you manage your thinking, behavior, and emotions. There are many good CBT books, such as "Mind Over Mood." I specialize in CBT for anxiety & depression if you want to schedule a virtual consult.