Vestígio translates to "trace" or "vestige". It's a more evocative and less common word than simply saying something disappeared.
In the song, the singer laments that the person who left "não deixou nenhum vestígio" (didn't leave any trace), emphasizing the suddenness and completeness of their departure, leaving him with no clues or memories to hold onto.
Gusttavo Lima sings about a love that disappeared overnight, with no warning and no explanation. He describes the house he's left in as too big for one person—“Nessa casa tão imensa” [“In this house so vast”]—and admits “A saudade dói demais” [“Missing you hurts too much”]. Every day he asks himself where she went and why she left without saying a word.
Rather than staying stuck in the loss, he turns it into something he can hold onto: “Pintei de verde / A cor da minha esperança” [“I painted it green / The color of my hope”]. The chorus keeps circling back to one plea, “Volta pra mim” [“Come back to me”], even as he admits he's still living only on memories.