Brocade is a class of richly decorative fabrics, often made in colored silks. It is often used for formal clothing, and is likely referencing Beatrice's rich status.
Gone, the words we might have said
Lemony mourns the potential relationship that he and Beatrice could have had.
Howl winds, because she is dead And gone, gone, gone
Again, the death of Beatrice sparks the entire series of unfortunate events.
Were teary, teary eyes once bright? Weary, sighs the tune Dreary, dreary falls the night And eerie light of the moon
Lemony Snicket can’t imagine himself in any other state other than the grief and regret that has encompassed him since Beatrice’s death. The bleakness of Lemony’s state is comparable to that of Lucky Smells Lumbermill.[1]
The line could also likely be referencing the Baudelaire children, who, over the course of the story, sometimes forget that their life could be anything other than miserable.
Gone, gone, my Beatrice Gone, the lips I longed to kiss Into a black and bleak abyss Gone, gone, gone...
Confirming the song is about Beatrice, who is deceased.
(Sigh, the secrets gone, too)
Lemony mourns the secrets that were lost when Beatrice died, secrets that likely should have been told in order to prevent the catastrophes that followed.
