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Linden trees are fairly healthy and great trees to plant residentially. They do get some minor diseases that are cosmetic and rarely get a disease that can completely kill them. The only known disease that can kill the linden is called anthracnose. It is a fungus disease that is easily distinguished by black spotting showing up on the leaves first. Eventually it will spread to the trunk and bark of the tree.
These diseases appear as circular or irregular leaf spots that may enlarge, grow together and develop a dark margin as the disease progresses. Affected leaves often drop prematurely. Promptly rake up and remove or destroy fallen leaves and other debris. Where possible, prune out infected twigs when the American linden is dormant and destroy these diseased plant parts.

https://www.gardeningknowhow.com/ornamental/trees/linden/linden-tree-information.htm

Because the roots of most established trees grow in the top 12 to 18 inches of soil, they can become exposed if soil is shallow or washes away.
You can cover back over the roots with top soil.

https://www.gardeningknowhow.com/ornamental/trees/tgen/exposed-tree-roots.htm

Unless you see the insect, it would be hard to say what it was. This article can help you with this problem: https://www.gardeningknowhow.com/plant-problems/pests/insects/skeletonized-plant-leaves.htm

You should only apply this when the tree is completely dormant. If there is any sign of growth, then it may be safer to use neem oil. Just don't spray while it is in direct, bright sun. Wait until afternoon, or a cloudy day.

The signs you describe are characteristic of water deficit (drought stress). Or could be fertilizer burn.
"Watered regularly" means how much, how deep, how often? Fertilized with what material at what rate of application?
Watering should cover a wide area, not just at the base of the tree trunk. It should be infrequent, once or twice a week, depending on the climate, not daily. And it should be deep, achieving 10 -12 inches of penetration into the soil profile. Check after watering to see how deep it went, by digging a small test hole, or using a soil moisture meter.
Avoid excessive high Nitrogen chemical fertilizer; it can cause drying and reduced ability of the roots to take up water and therefore causes drying of the foliage.

I think it is time for a soil test. There may be nutrient or pH problems. Her state extension service offers reliable, comprehensive testing and information on how to correct any problems. Linden may also yellow if water is insufficient.
https://web.extension.illinois.edu/askextension/thisQuestion.cfm?ThreadID=15108&catID=34&AskSiteID=34