The difference between "哀しい" & "哀愁?"

[RosenkreutzXIII]

I'm looking at a three track titles from a soundtrack, two of them are titled "*Character's Theme* ~ 哀しい" while the third is titled "*Character's Theme* ~ 哀愁." From what I understand both can be read as "sadness," "sorrow," etc. and it seems that the main difference might be that "哀しい" is an adjective and "哀愁" is a noun? However, I don't know if that would effect its intended meaning. I don't imagine that they're meant to have the exact same meaning in this context as they deliberately used a different writing for the third one. The only other potential alternative I can seem to find for "哀愁" is "pathos," which I suppose would hold a different meaning despite being similar.