Yearning is sadly lost, again (9)
I believe the answer is:
nostalgia
'yearning' is the definition.
(I know that nostalgia is a type of yearning)
'sadly lost again' is the wordplay.
'sadly' indicates anagramming the letters.
'lost'+'again'='lostagain'
'lostagain' is an anagram of 'NOSTALGIA'.
'is' acts as a link.
(Other definitions for nostalgia that I've seen before include "Sentimental feeling for old times" , "longing for home and family" , "Sense of past perfect" , "That may bring on homesickness" , "Wistful remembrance of analogist" .)