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A number of things can cuses this in plants, usually as a result of stress. This article will provide some reasons for yellowing leaves: https://www.gardeningknowhow.com/plant-problems/environmental/plant-leaves-turn-yellow.htm

This article will help: https://www.gardeningknowhow.com/ornamental/vines/passion-flower/propagating-passion-flower.htm

It could be a fertilizer issue if you have been giving the vine any--specifically, nitrogen. Too much actually results in more foliage growth and less blooms. Plants need a balance between phosphorous and nitrogen to bloom well. I would recommend giving it some bone meal to increase phosphorous.

As for wintering the plant, this article will help: https://www.gardeningknowhow.com/ornamental/vines/passion-flower/preparing-a-passion-flower-vine-for-winter.htm

These articles will help you with that:
https://www.gardeningknowhow.com/planting-zones/connecticut-planting-zones.htm
https://www.gardeningknowhow.com/ornamental/vines/passion-flower/passion-flower-winter-care.htm

Fruit plants that are grown from seeds often need a few years before they will flower for the first time. If you do not see flowers by next year, try moving it to a brighter location and give it some bone meal to boost its phosphorous, which help with flowering.

If you are bringing it in for the winter and it is not losing its leaves, that is fine. They do not have to lose their leaves, but often indoors they go into dormancy and start to shed leaves. If yours is not, it just means that it is very happy and does not feel the need to go dormant.

Generally, it will die down on its own but you can go ahead and cut it back by about a third.