It certainly is possible to have increased side effects with increase in antidepressants. If the Zoloft tends to make you a bit sleepy, then it makes sense that you would feel a little loopy with the increase. I am not familiar with how Synthroid would make you feel, but it could be that I suppose, also. Hopefully, it will go away after you adjust to the change.
Let us know how you are doing.
It's a jungle out there.....
Theme song from "Monk" by Randy Newman