Let's take a look at what a good sad program might be:
I think you should include Chopin's Mazurka Op.17 No.4 and his Etude Op.25 No.7 (if you can, i take it you're not incredibly experienced if you're playing Chopin's preludes No.7 and 20.

)
In addition to that, Beethoven's 'Moonlight' Sonata might be right up your alley if you can manage not to butcher it like so many do. For that sonata, play just the first movement (again, judging by the pieces you listed).
Don't play Prelude No.7. It's not very sad, and it's so simple it's pathetic. Instead, play No.20 and Preludes Nos. 4 and 6 in E minor (incredibly solemn) and B minor.
Lastly, try Scriabin's Etude Op.2 No.1 in C# minor. Another great melancholy work.
So, let's put them in order:
Beethoven: Moonlight 1st movement
Chopin: Prelude No.4 in E minor
Prelude No.6 in B minor
Prelude No.20 in C minor
Mazurka Op.17 No.4 in A minor
Etude Op.25 No.7 in C# minor
Waltz Op.34 No.2 in A minor
Scriabin: Etude Op.2 No.1 in C#minor
That's pretty good-sized.
Phil