Sorry Sadie's lost, that is (3)
I believe the answer is:
sad
'sorry' is the definition.
(I know that sorry can be written as sad)
'sadie's lost that is' is the wordplay.
'lost' is a deletion indicator.
'that is' becomes 'ie' (abbreviation for id est, 'that is' in Latin).
'sadie' with 'ie' taken away is 'SAD'.
(Other definitions for sad that I've seen before include "Melancholy, triste" , "Tragic" , "Despondent" , "Dismal" , "Morose" .)