I have often felt melancholy at the beginning of good things, trips, events, etc. in anticipation of their ending or loss. I would sometimes even sob when dating my husband (before we married) somehow mourning the future loss of this stage of our relationship. Is there a word for this particular feeling?
My first thought was 'anxiety'; however I understand the sentiment underlying your question/feeling; so the answer goes beyond being anxious. Other words which also come to mind are as follows: Fatalism: Definition of fatalism : a doctrine that events are fixed in advance so that human beings are powerless to change them; also : a belief in or attitude determined by this doctrine ·fatalism that regards social problems as simply inevitable
fatalist \ˈfā-tə-list\ noun — fatalistic \ˌfā-tə-ˈli-stik\ adjective — fatalistically \ˌfā-tə-ˈli-sti-k(ə-)lē\ adverb (https://www.merriam-webster.com/dictionary/fatalist) or Definition of catastrophize
catastrophized; catastrophizing; catastrophizes
: to imagine the worst possible outcome of an action or event : to think about a situation or event as being a catastrophe or having a potentially catastrophic outcome ·It's easy to have one bad night of sleep and catastrophize that you'll never sleep well again. —Katherine Sharkey, quoted in Allure, June 2012 ·Our minds are constantly in the past or the future—we'll ruminate on what's too late to change or catastrophize about what hasn't happened yet. —Diana Winston, quoted in O, The Oprah Magazine, 1 Feb. 2013 ·This meal needed to be special. Special and kosher. With this in mind, I began to catastrophize: What if I screwed the whole thing up? What if I unknowingly broke a rule of kashrut, effectively tainting the whole meal and ruining the start to the holiday season? —Gabi Moskowitz, City Paper, 3 Oct. 2012 ·Learning not to catastrophize and to think more helpful and truthful thoughts can bring down stress … —Mary Jean Porter, Pueblo (Colorado) Chieftain, 13 Nov. 2012 (https://www.merriam-webster.com/dictionary/catastrophize) or even Definition of denouement (within the vein of your personal experiences in regard to dating...certainly NOT involving fatalities)
1 : the final outcome of the main dramatic complication in a literary work ·In the denouement, the two lovers commit suicide.
2 : the outcome of a complex sequence of events (https://www.merriam-webster.com/dictionary/denouement) And yet, the notion is more anchored in a certainty how 'fleeting' all things involving 'time' itself tend to be...nothing on earth lasts forever; so, at the end of this matter, a 'moral-of-the-story' would be to embrace the temporary for all it's worth for "Whereas ye know not what shall be on the morrow. For what is your life? It is even a vapour, that appeareth for a little time, and then vanisheth away." James 4:14
Anticipatory grief Wikipedia refers to a grief reaction that occurs before an impending loss or event. Typically, the impending loss is death but can be from non-death-related losses such as you describe.
Better may be Saudade a mass noun. Oxford English Your mention of sadness during a happy time (dating your to be husband) led me to this word.
It’s the feeling of longing, of joy, of nostalgia, of yearning, of belonging, of dreaming, of desire.
And it can occur before during or after life's event(s):
From this blog: a blog
This [saudade] is what I feel in this moment, in anticipation of my first river trip of the season.
This [saudade] is what sinks me deep into myself every single fall, when I put my paddle away for the [end] season.
It’s [saudade] the feeling that brings me to tears as I sit on this airplane next to my amazing husband.
Saudade isn’t a sad feeling, exactly, although it brings me to tears as often as it brings me to joy.