Wow... you don't ask for much! Perennials that can make it through a zone 3 winter are few enough. Perennials that can tolerate dry shade under a tree are few. Perennials that can handle all of that? And then you want them to be brilliantly colored, knowing that shade perennials tend towards silver, white not colors?? It's a challenge!
Heucheras are grown for their beautiful foliage colors and variegation. Many are fall colors. This image is a mix of heuchera and the heucherella Lindsay mentioned:
heucherella is a hybrid of heuchera and tiarella (foam flower) which is another hardy shade perennial grown for foliage colors. Tiarella var. Crow Feather:
hosta is the classic shade plant and there are golden hostas that might fit your color scheme:
Christmas rose hellebore is an extremely cold tolerant shade perennial:
heartleaf begonia is a very tough hardy shade perennial. It is green leaved in spring and summer with pink flower spikes in spring. In fall and winter the foliage turns all different shades of red/ bronze/ purple and it keeps the leaves all through the winter:
You could fill out your shade garden with some annuals like coleus (another foliage plant):
and impatiens which will pump out flowers all through the growing season
You will have to amend your soil and water....