The saddest I've read was the Dex-Starr origin story, it actually made me cry a little. ;v; Can't think of any other stories, I haven't read a published comic in years, and the webcomics I read have yet to get to the major drama or are just sorta fluffy.
My comic is meant to be sorta depressing throughout most of the story... or funny if you're an awful, sadistic person like myself, but I guess the saddest scene is the beginning prologue? It just shows some flashbacks while the main character narrates about how he found this kid by a creek, unconsciously helping to enforce some toxic stuff in their life, and didn't realize it till after that person committed suicide. (The rest of the story so far shows they aren't dead, but the main character didn't know that)
Personally I find it a little cheesy or over the top, but most tragic stuff in stories feels cheesy to me soooo~ I'm just going by reader reaction.