Why do my new trees keep dying

What do you mean by not very deep? Do you mean there's not much depth of soil and if so, what's underneath? if it's a solid barrier, like concrete, then you'll be lucky to get anything growing apart from annuals and perennials. A tree will put down roots up to 12 feet minimum, and a large shrub a good 6 feet or more.

It also depends on the type of tree. Some are acid loving, some like alkaline soil, some will put up with either. Here on alkaline clay we can't grow pears for example, as the trees die after a year or two. Test your soil to see what type it is and choose trees to suit.

do you remeber to water them or are you relying on the rain? they need lots of water to get established.