Sorry I didn't see the original post to this, but the references say that Canary Feathers will not bloom when it is hot, so this year's heat is what caused them to not flower for the original poster.
And yes, it probably won't survive a zone 5 winter, but then again, it has been a few years since many of us in zone 5 have truly had a zone 5 winter (last winter here we were zone 7 at the most) so you might have a chance if we have another mild winter. We used to grow Blackberry Wine and it survived several winters here then all died after a typical zone 5 (-10 to -20) winter.
I wonder if Canary Feathers will reseed, but it might be a sterile hybrid.
Canary Feathers is a 2007 Terra Nova introduction. Since it never really took off in the perennial trade it may not have proven to be all that hardy or reliable. Many corydalis are really picky about having their perfect micro-climate to perform best, so that might be the case with this one too.
Hope that helps a little.