Capacitive dropper failure
Start by debugging the low-voltage part of the circuit: apply ~9V DC to the input of the diode bridge (with both polarities) and see if the LEDs light up. If they don't, find the issue and fix it.

Once the low-voltage part is working, test with mains. Connecting the hot wire to B should make the whole circuit except A go hot as well, so if you lose mains voltage at some point, you know that's where the problem is.