Suburst Locust stem lost
Planted a 1" dia Sunburst Honey Locust in Sept. Leaves turned beautiful yellow, but now are darker. The leaf stem holding 14-16 leaves are dropping off? Is that normal or should the individual little leaves be falling off? Maybe not enough water?
Livingston County Michigan honeylocust
Great that you are observing what the newly planted tree is doing. Honeylocust is one of the first to change color and lose its leaves. It's not uncommon for the entire stems with all of the leaflets to fall as these are essentially, the leaf-type of this tree, i.e. many pinnately arranged leaves.
It is important for this tree to get enough water, i.e. at least one inch per week. If it hasn't rained sufficiently, it will be important for you to thoroughly water around the base and drip line (outer edge of where the leaves reach on the ground) on a weekly basis. Do this every week before the ground freezes as this will be the reserve water that your tree will use throughout the winter.
Here is an MSU Extension article that explains winter for trees: https://www.canr.msu.edu/news/how_do_trees_survive_in_the_winter