Your trouble urinating is most likely due to the oxycodone you are taking. Opioids cause a little muscle that is needed for urination to tighten up, so it is harder for urine to pass. It would be extremely rare for the zoloft to be the problem. I would let your doctor know whats going on.
I am assuming that you have lumbar problems? It may very well be that the new med is the cause of your hesitation in urinating, but it might also be caused by something called Cauda Equina Syndrome. It is a compression of the lumbar nerves in the spinal cord( nerve roots from the spinal cord). Are you experiencing any other symptoms? A worsening of back or leg pain or both? Increasing or spreading numbness? Saddle area or buttock /genital area numbness? If you are, along with the hesitancy in urination or having similar problems with your bowels, you may need to be seen by your surgeon or physiatrist/PM doc right away.
I hope it's not CES, it's not a pleasant thing to deal with, but if you are experiencing any of those other symptoms I mentioned, please contact your doctor right away, and that means this weekend.