Why is sad feminine when Raj is masculine?
The word is just दुखी, it always has an ई at the end irrespective of gender.
A handy mnemonic to remember this word: dukhi probably stems from the same words as Sanskrit/Pali Buddhist-term "dukkha" - which means suffering or discontentment. If you remember "dukkha", you'll remember "dukhi"!
Yes. Both the Hindi दुख ('dukh') and Pali 'dukkha' come from the Sanskrit दुःख ('duḥkha').
दुखी is the adjectival form of दुख.
'raj is really sad' was marked wrong.
Why here we mentioned thukki instead thukkha
Some adjectives change form with gender while others have a single form.
दुखी (dukhi) belongs to the second category. It is always दुखी irrespective of gender.