Building material down street on edge of site (9)
I believe the answer is:
bluestone
'building material' is the definition.
(I've seen this before)
'down street on edge of site' is the wordplay.
'down' becomes 'blue' (both can mean sad).
'street' becomes 'st' (abbreviation).
'edge of' suggests the final letters (one of the letters on the edge of the word).
The last letter of 'site' is 'e'.
'blue'+'st'+'on'+'e'='BLUESTONE'
(Other definitions for bluestone that I've seen before include "copper sulphate crystals" , "Building material" .)