However, an increased risk of major side effects, like internal bleeding, is unlikely and has never been reported on the combination.
Increased Side Effects
There is a risk of additive sedative effects when taking Benadryl with Zoloft.
Therefore, taking them together increases the risk of them occurring, and potentially in a more severe manner than taking either alone.
Zoloft and Benadryl are, however, in completely separate classes of medication and are not known to have additive pharmacologic effects aside from the side effects mentioned above. There should be no additional increase in risk in major side effects, like internal bleeding (as you mention in your question).
If you do take Zoloft and Benadryl together, just simply watch out for being more tired than usual.
You certainly should not partake in any activity that requires mental alertness (e.g. driving a car) until you know how the medications affect you too.
SummaryTaking Benadryl With Zoloft can result in additive sedative effects.