"Sorry to say . . ." (5)
'sorry to say' is the definition.
(I've seen this in another clue)
This is all the clue.
(Other definitions for alas that I've seen before include "Lackaday" , "-- and alack!" , "Cry of woe" , "Regretfully!" , "Cry of regret" .)
(Other definitions for sadly that I've seen before include "With sorrow" , "Mournfully" , "Regrettably" , "Alas" , "I regret to say" .)