안돼 also means "Don't (do that)/you shouldn't" So, for example, some kid was going to touch a hot stove. You would say 안돼! 하지마! Ha-ji-ma = Don't do/stop

"Andwae" means NO, THIS CAN'T BE or I DON'T WANT TO (not literally). If someone was to ask you; "Will you go to the shop?" You can answer "Andwae". "Sajima" means Don't buy it. SA(da) + JIMA (makes negative sentences) = SAJIMA