"Hygge" - portuguese living in Denmark - is not related to "saudade". "Saudade" is as stated by others deep longing with a touch of depression and enjoying that. "Hygge" is something you do to have a good time - with yourself or others.
When I mentioned "hygge" I did not mean to imply that they have the same meaning. I was referring to the fact that "hygge" has entered mainstream English culture, to the point where a lot of English speakers know what it means. I was wondering whether "saudade" now has a similar level of mainstream awareness.