아쉽다 mean "I am sorry ~" ex) Well, I want to talk to you more but I am sorry to say that I gotta leave now.
슬프다 means "sad" ~ ex) I am so sad because I just heard that my grandma just passed away.
불쾌하다 means "unpleasant" ex) I was so unpleasant with his joke.
속상하다 : close to "upset" ( unhappy, disappointed , worried, blue)
ex) He was upset after he could not pass the final exam.