The yellow wire is usually a permanent +12 from the battery and the red wire is switched by the ignition. So joining them together is like bypassing the ignition switch. If the lights only come on when the ignition switch is turned on, then you have a problem with the permanent live connection to the battery. This could be a bad connection at the battery, a damaged wire, a blown fuse, or a faulty relay. If the lights come on without the ignition switch being in, then it could also be a problem with the ignition switch.
The fact that the engine dies after a jump lead start, then that would indicate that the alternator is not working and so the battery is not charging, which could be a faulty alternator, or again a damaged wire or a large fuse.
First things to check are the connections at the battery and all the fuses in the fuse box.