Rom 9:1-3, 2 Cor 7:10, Col 4:3, 2 Tim 4:17, Phil 2:16-17

In the Old Testament, Nehemiah, who came to Persia, wept for many days when he heard the news from a man from Israel about those who remained in Israel without being taken captive. (Ne 1:2-5)

Ne 1:2 That Hanani, one of my brethren, came, he and certain men of Judah; and I asked them concerning the Jews that had escaped, which were left of the captivity, and concerning Jerusalem. 3 And they said unto me, The remnant that are left of the captivity there in the province are in great affliction and reproach: the wall of Jerusalem also is broken down, and the gates thereof are burned with fire. 4 And it came to pass, when I heard these words, that I sat down and wept, and mourned certain days, and fasted, and prayed before the God of heaven, 5 And said, I beseech thee, O Lord God of heaven, the great and terrible God, that keepeth covenant and mercy for them that love him and observe his commandments:

In the Old Testament, Nehemiah told Artaxerxes King Artaxerxes that he was troubled by the desolation of his nation, Israel. (Ne 2:1-3)

Ne 2:1 And it came to pass in the month Nisan, in the twentieth year of Artaxerxes the king, that wine was before him: and I took up the wine, and gave it unto the king. Now I had not been beforetime sad in his presence. 2 Wherefore the king said unto me, Why is thy countenance sad, seeing thou art not sick? this is nothing else but sorrow of heart. Then I was very sore afraid, 3 And said unto the king, Let the king live for ever: why should not my countenance be sad, when the city, the place of my fathers' sepulchres, lieth waste, and the gates thereof are consumed with fire?

Paul wanted his people to be saved, even if he were cut off from Christ. (Romans 9:1-3)

Romans 9:1 I say the truth in Christ, I lie not, my conscience also bearing me witness in the Holy Ghost, 2 That I have great heaviness and continual sorrow in my heart. 3 For I could wish that myself were accursed from Christ for my brethren, my kinsmen according to the flesh:

Paul prayed that God would open the door of evangelism and let them know that Jesus is the Christ to the Israelites and Gentiles. (Col 4:3, 2 Tim 4:17, Phil 2:16-17)

Col 4:3 Withal praying also for us, that God would open unto us a door of utterance, to speak the mystery of Christ, for which I am also in bonds:

2 Tim 4:17 Notwithstanding the Lord stood with me, and strengthened me; that by me the preaching might be fully known, and that all the Gentiles might hear: and I was delivered out of the mouth of the lion.

Phil 2:16 Holding forth the word of life; that I may rejoice in the day of Christ, that I have not run in vain, neither laboured in vain. 17 Yea, and if I be offered upon the sacrifice and service of your faith, I joy, and rejoice with you all.

The sorrow that follows God's will is the sorrow for world evangelization. (2 Corinthians 7:10)

2 Corinthians 7:10 For godly sorrow worketh repentance to salvation not to be repented of: but the sorrow of the world worketh death.