I used to have panic attacks, so I know what you are going through. And the combination of drugs you take is exactly what I took. Once I was on the Zoloft, though, I had no need for the Xanax. Perhaps your dose of Zoloft could be changed?
I also had some counseling where I learned relaxation techniques. They won't help you in the middle of an attack, but they are great for getting you in a more relaxed mode day to day. Try to do something every day for 15 minutes...it really helps. You can really get into it...it is amazing how the mind can calm the body.
I don't have attacks anymore, at least not like I used to! When I feel panicky these days I just ignore it...sounds odd but it works. I was a little worried about the pregnancy too, but I haven't had a problem. I haven't had to take any medication for almost 10 years, but I wouldn't hesitiate to go on Zoloft again if I needed to.
I feel for you. Panic attacks are no fun, and are really scary! Beleive me, I had the worst! Try to focus on something else when you feel that awful feeling at the start of one. Try to fight it with calmness, by flooding your body with soothing feelings. Try to sink down into your chair, or imagine water pouring all over you. There are many techniques...you just have to find the one that helps you.
Good luck!