“Unfortunately not” is a standard answer to a yes or no question for which the answer is “no,” but the speaker wishes to convey some kind of empathetic sentiment towards the listener regarding their loss.
Person A (hopefully): “Is there still room on this bus for one more?”
Person B: “Unfortunately not.”
“I’m afraid not” can be used in the same way. However, this phrase tends to (but does not always) carry a more sympathetic connotation, whereas “unfortunately not” or “unfortunately, no” can easily be said apathetically (for example, by the tired bus driver who doesn’t want to waste any more time for the unlucky passenger asking the question).
I will say that “unfortunately, no” IS still a valid answer (with the comma as above), but in my experience I have heard “not” more often.
Finally, both “I hope so” and “I hope not” are correct standard answers to convey the speaker’s wishes regarding the (as yet unknown) answer to a yes or no question.
Person A: “Will there be room for us on the bus when it arrives?”
Person B: “I hope so.”
Person A: “Is it raining in the place we’re going?”
Person B: “I hope not.”
In the end, all of these replies will be understood by native English speakers, and a clearer understanding of when which is appropriate will come with further exposure to native speech and writing.
Good luck with your continued English learning journey!