Possible Clues:

• Unable to be comforted
• Unhappy and unable to be comforted
• Music venue is not the first to broadcast mostly behind schedule or to be low in spirits
• Downhearted, dejected
• 'Sad Club' with name like that's dead
• Sad; beyond comfort
• Beyond comfort; very sad
• Record playing in the small hours — Mood Indigo?
• Very sad or disappointed
• Detective and barman get on - therefore it's well overdue to be low in spirits