why is my bleeding heart shrub dying?

I have several bleeding hearts and the flowers tend to die off at this time of year as well, not sure if this is right or I have the same problem as you.

Yes the flowers have died off but it is the leaves turning yellow and dying that I am concerned about.

This is normal dont worry. Bleeding hearts do die back soon after they've finished flowering. I mark the spots with sticks as its so easy to dig into them by mistake after they die back.

Just got this info from the web for you

dont worry to much

x x x x

Common Name: Bleeding heart
Genus: Dicentra
Species: spectabilis
Skill Level: Beginner
Exposure: Full sun, Partial shade
Hardiness: Hardy
Soil type: Well-drained/light, Clay/heavy, Acidic, Chalky/alkaline
Height: 60cm
Spread: 45cm
Time to divide plants: March to May

A Chinese plant with red heart-shaped flowers with white tips - these dangle enticingly from the arching flower stems of this delightful plant in late spring and early summer. Although it grows in light shade and looks good growing in clumps amongst shrubs, it often does even better in a sunny border, provided the soil stays sufficiently moist. Clumps of dicentra remain compact for many years and do not need dividing, fortunately, because they have brittle roots and do not like disturbance - instead, try taking root cuttings in spring. The Royal Horticultural Society has given it its prestigious Award of Garden Merit (AGM).

They flower in spring and die down around now. tit will be back next year.

yep most of mine are heading off underground again. do mark the place where they are as they are easily damaged as previously stated.
welcome to GoY too.