It seems to be used as a na-adjective, but I couldn't find the meaning anywhere.
I hear first the word "モンロス" but we recently use the word "～ロス" , which means " the lost of something. For example, ペットロス means " the thing one lose one's pets."
I research the comment of your sentence, so I get モン is a omission of a comic "モンスター娘のいる日常", so モンロス means " the lost of "モンスター娘のいる日常".
アニメ放送も終了してモンロスに悲しむ means "the people who weep for モンロス by ending the anime."