We use "spirited" in a generally positive way, but there is one widely-used exception-- mean-spirited, which means malicious or ungenerous. When you substitute another word for mean, and coin an expression by analogy, the meaning you want to convey is understood-- but it doesn't sound idiomatic.
After thinking about it, I guess some words are just less flexible than others, and "spirited" is just one of them. By itself, as in a "spirited debate," it means lively and more than lively sometimes-- intense, even "heated" or contentious.
Spirit is the same thing as soul, but a spirit is also a ghost-- this is where the edgy, negative part of the word resides, I think. Spirits can be demonic, they can do evil-- so if you "spirit" something away, for example, it means you sneak off with it, take it away without anyone noticing, you steal it. You can also spirit people away, so it can mean something as strong as kidnaping.
With all these "aggressive" connotations, the word doesn't take on an adjective like sad very well, it sounds illogical or contradictory. All in all, it's a strange word that keeps evolving as our notions of spirits and spirituality change.
To dispirit someone means to discourage them-- so a sad movie can leave you dispirited. That's as idiomatic a way of saying "sad-spirited" as I can come up with, and the word is not really very colloquial, a little old-fashioned or "literary."