Learn Hardcore Indonesian: Setelah lembur, dia kelelahan dan tidur lebih awal. - After working overtime, he/she was exhausted and slept earlier.

lelah/letih: tired. Neutral.
capai/capek: tired. Very common, informal/colloquial.
kelelahan: exhausted/overly tired; a stronger state than just tired. It can also be the noun “fatigue.”

As an activity: Saya lembur tadi malam. = I worked overtime last night.
As a noun: Uang lembur = overtime pay.
You can also say kerja lembur (“work overtime”), which is more explicit but no more correct than just lembur. The sentence’s Setelah lembur is like “After working overtime.”

Rare/less common forms like berlembur exist but are not usual in casual speech.

Is there any difference between setelah and sesudah?

They’re near-synonyms meaning “after,” and are interchangeable in most contexts:

Style notes:

setelah feels slightly more formal in some ears, but both are standard.
Other variants: sehabis (informal), habis (very informal), usai (formal/literary).

Why is there a comma after Setelah lembur? Is it required?

When a time clause/adverbial comes first, Indonesian typically uses a comma before the main clause:

In informal writing you’ll sometimes see it omitted, but the comma is recommended.