I recommend that any artist interested in the effects of colors in conveying such emotions as sadness read a classic short story by Charlotte Perkins Gilman titled "The Yellow Wallpaper." The color yellow figures prominently in the room where the viewpoint character is confined for a "rest cure." Here is a quote from the summary of the story in eNotes:
The powerful pattern in the yellow wallpaper resembles bars that confine the protagonist in her world of loneliness, helplessness, and infantilism. Deprived of intellectual stimulation, the narrator's imagination conjures up a world behind the paper where captive women wait helplessly to be freed. Ironically, she is one of the women seeking to be liberated. Destroying the paper seems to be the only way she can destroy the hold of stifling mores that demand female subservience to men and free women from male dominance.
Artists may have been inspired by this story to try to create paintings of their impressions of the yellow wallpaper. The author describes it so vividly that the reader feels almost as overwhelmed by the maddening color and pattern as the imprisoned woman. A painting showing just the wallpaper would probably be classified as abstract expressionism. It would be quite a challenge to a painter to produce an abstract painting that would convey "a feeling of great and overpowering sadness."
I would take a cue from Picasso and Van Gogh, who both used color to convey sadness and desperation.
When Pablo Picasso moved from Paris to Barcelona, he was depressed and conveyed his overpowering sadness using dark blues in many of his paintings. Cool and dark blues, greys, and purples are very effective means of creating a comber tone in artwork. Art historians also refer to this period as Picasso’s Blue Period. It is also no coincidence that when one is feeling sad, or down, we refer to them as feeling “blue.”
Check out Picasso's "The Old Guitarist" painting, which is an excellent example of how color conveys sadness.
When I think of unbearable sadness, I think of the colors I have to use. Usually sadness is associated with dark colors of black, grey, and blues. Also, you need to take into account what you're going to be painting/drawing that will be able to successfully convey the sadness. You wouldn't want to draw children laughing would you? I don't think so! If you're drawing people or a person, pay attention to the way their facial expression is and the way their body is positioned. Sometimes, when people are sad, their shoulders are hunched over or their face is in their hands.
Lengthen facial elements in a way that expresses this state of mind, and elongate hand features or posture of the figure to reflect this sadness. Be a model for a moment, create some atmosphere with a song perhaps, and put yourself in that "space" of that emotion. Then, try to take this mental image into your drawing. Try some "chiaroscuro" where dark/light contrast gives an overpowering atmosphere. Hope this helps a little.
Hidden face, and shadows. Aloneness.