Is it bad if you have to suddenly go without?

My doctor gave me a prescription with refills. Each one is for 30 days. Tried to get a refill before I ran out, but my insurance won't cover it until 30 days has passed. Pharmacy always takes at least 48 hours to fill a script, and, for some reason I can't fathom, Zoloft always takes longer to refill than my other meds.

Anyways, I had to go four days without, but I've been back on for the past two days. However, I've been fighting an anxiety attack...I haven't had one in months since I went on Zoloft, so I'm wondering if missing those days screwed me up.