In my opinion, these are the top three saddest character backstories in order:
After being tortured for nine months by his creator, victim finally managed to escape to the Outernet. His lover Mitsi was killed in the raid on Newgrounds, and victim soon realized her presumed killer was working with his torturer. I think everything he has gone through and lost makes his backstory the saddest in the series.
2. King Orange
King Orange lost his son, Gold, after he died during the tragic Minecraft Simulation crash. He was alone after, with no other family, and tried to get revenge, even by betraying Purple.
3. Purple
After Navy left, believing Pink and Purple were weak, Pink soon died, and Purple was left on his own. He did everything he could to impress his father. After meeting King Orange he believed he actually cared about him, until he was betrayed.