Those E. perriniana leaves changing to yellow and red colours, and later drying up, are totally normal. It is the tree discarding the less efficient leaves for photosynthesis at the same time it builds newer ones.

Once they get dry, they de-attach from the branchlet, and they move freely on it spinning with the wind. Hence, this is the Spinning Gum :-)

A beautiful cold hardy eucalypt, and to my knowledge, the first specimens in Denmark are Frank's! :-)