It's a pity, that is, Sadie's lost (3)
I believe the answer is:
sad
'lost' is the definition.
Both the definition and answer are adjectives. Perhaps they are linked in a way I don't understand?
I can't explain the remainder of the clue.
Can you help me to learn more?
(Other definitions for sad that I've seen before include "Morose" , "'Unhappy, sorry (3)'" , "Blue" , "Gloomy" , "Melancholy, depressed" .)