Buddhist Door explains Portuguese vocabulary.

Saudade is, in other words, the condition of a restless heart that is experiencing, to appropriate Heidegger, a subjective “thrownness” (geworfenheit; the description of our existences as being “thrown” into the world as finite beings), an intensely personal connection between past and present.

If you not writing a Fado tourist brochure, Saudade is simply longing, nostalgia in acute cases, or melancholia in severe instances.