Depends on the context. Could be that the person felt sad when they died. e.
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Nona The BritDepends on the context.Placement of adjectives and adverbs is so important, as you know. I would use commas in your example
Could be that the person felt sad when they died.
OR it could be that they died in what other people consider to be a sad means/at a sad time (i.e. the child sadly died).