Fusses about nothing: terribly sad (4)
I believe the answer is:
ados
'fusses' is the definition.
('ado' can be a synonym of 'fuss')
'about nothing terribly sad' is the wordplay.
'about' indicates putting letters inside.
'nothing' becomes 'o' (looks like zero - 0).
'terribly' is an anagram indicator.
'sad' anagrammed gives 'ads'.
'o' inserted within 'ads' is 'ADOS'.
(Other definitions for ados that I've seen before include "fuss, trouble, difficulty and the rest" , "Troubles" , "Fusses" , "Bothers" , "Stirs" .)