Tā wèi shīqù de péngyou gǎndào shēnshēn de āishāng.
He felt deep grief for his lost friend.
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哀伤 is literary and formal — common in written Chinese, poetry, and emotional prose. In everyday speech, 难过 (nánguò) or 伤心 (shāngxīn) are more natural for expressing sadness.