How long have you had your firethorn bonsai? Have you kept it through other winters? Do you know if it is the coccinea or angustafolia species?
Firethorn is an evergreen and should not be dropping leaves, but it is not generally an indoor tree. "Inside, P. angustifolia trees should be kept in a cool, unheated
environment. P. coccinea varieties are more frost resistant and should be kept outside if possible, though protection against temperatures below around -5Â°C should be given. Also protect against strong freezing winds. " https://www.bonsai4me.com/SpeciesGuide/Pyracantha.html
Heated indoor environments are very warm and VERY dry - not good for trees and makes them vulnerable to diseases and spider mites. I expect at this point your tree is diseased, but I'm not expert enough to say more about that.