I have more to say about this, M. Which is, there are things to be sad about that you can change, and things to be sad about that you can't. There are things that we think will make us happy that really will, and things we think will make us happy that won't. So advice that doesn't address the specific things your stuck friends are griping about is pretty incomplete.
1) It's sad when you are lonely, and you long for a romantic mate. This is a good reason to be sad, and our world wants to brush it under the rug because this kind of sadness makes us uncomfortable. Our world wants to puff you up and say you need to love yourself first, and if you do that it will make all the sadness go away, and that's not true. There's no cure for feeling like you are unloveable that works nearly as well as being loved, and that cure helps with the sadness in a way that nothing else does. If you are loved, and you are listening to a friend who is sad because they are not loved, do not make them feel worse by pretending they should take solace in having good friends or a fulfilling job, because those things, although important, have no impact on the special sadness that comes from being lonely, and doubting whether you will ever be loved. I also have no concrete advice to offer those friends, because this is a mystery to me, how people find the people they are meant to love is as mysterious as lightning. The only thing I know to do to these friends is to say, I was there once and I know what this feels like, but you are loveable, and you will know it someday with certainty and proof, and I hope that this temporary period of doubt and loneliness is as short as it can be.
2) It's sad when you feel powerless. People who have a sense of control are happier and live longer. This is an area where most people, in most ways, can take action in order to restore a sense of control. The tradeoff for having control is risk. But people who take risks generally are happier than people who don't. We are overcautious, and fighting that tendency seems to pay dividends in happiness.
3) It's sad when you covet something, when you need just a little more or you need to be just a little prettier or richer or have the attention of that person, and then you'll be happy. This one never goes away. You will never have more or be prettier, you will always want just a little more than you have, and you need to turn the volume down on this. It's an illusion, and you need to tune it out, and if what your friend is sad about is that they don't yet have a different job title or not quite enough money or someone else is better or more listened to or something and it is unfair, it will never, ever end. This is a friend to cut off, because by the time you're a grown up you should have started to recognize that these wants are never sated.
4) It's sad when your life is full of irritation and conflict, many petty indignities that wear you down again and again. This is one of the only areas where changing the circumstances of your life leads to big payoffs in happiness, at least according to the studies. If you have a long and bad commute and you eliminate it, you will be happier in a way that you won't if you make more money, for instance. If you live somewhere with constant and distracting background noise and you move to someplace quieter, you'll be happier in a more permanent way than if you lose 5 lbs or finally get that nose job. If you fight all the time with your lover or your boss and you eliminate that constant conflict from your life, it will be an improvement that lasts in a way that winning the lottery doesn't (or, conversely, if you go from a life without fighting to a life with lots of fighting, it will be permanently worse in a way that even, say, becoming paralyzed will not be.) We adjust to almost every change in circumstance, good or bad, and it doesn't have much impact on whether we're generally cheerful or blue. But not conflict, not background noise, and not lousy commutes. So those are really ripe areas to change.
5) It is sad to feel like you do not have a purpose. Luckily, you control this, and if you listen hard you'll find you already know your purpose. And we already talked about how you have control, and all it requires is willingness to risk in order to live a life that comports with your sense of purpose.
Simplistic, I know. But you asked, so there you have it.