With Magical Lineage perk (hp used as mana) and a blessing cloak, your health will decline to zero at the conclusion of a number of dungeons (rewards stage). This is because hp cost and regen continue but blessing cloak does not regen any health. If HP cost exceeds HP regen, health will drop to zero at end of instance. This doesn't happen in all dungeon modes.
Make HP cost and regen stop at the completion of the dungeon.