Especially for early sets (Rise of the Runelords comes to mind, where I find it difficult to imagine it being even possible to fail almost any scenario without houserules or an intentionally awful party), I can certainly get behind these houserules in some ways.
Even so, my feedback is as follows:
Wounded Trait
If a player fails a combat check and receives damage, their character gains the Wounded trait for the rest of the scenario. Players who have a character with the Wounded trait must discard the top card from their deck at the start of their turn. The difficulty of all combat checks during this turn is increased by one. When a player is healed, the Wounded trait is removed from their character.
Firstly; the wording needs to define being "Healed", as well as the strict definition of "Damage".
Does having a card recharged from your discard pile count as being 'healed'? Or only shuffled in? Or is it even more restrictive, specifically requiring to be a result of a card with the "Healing" trait? If a card lets you recharge a specific card in your discard pile, is that 'healing', or does it have to be random? What about cards that let you DRAW from your discard pile?
The RotR "Mending" spell is a good test of this (and, in Skull and Shackles, Alahazra's end-of-turn effect). It makes you discard a card and retrieve a similar card from your discard pile. Is that a 'heal'? If a cure-like spell said "draw 1d4 random cards from your discard pile", is that a 'heal'? If a card says "Discard 1d8 cards from the top of your deck, then shuffle 1d4 cards from your discard pile into your deck", is that a 'heal'?
As far as "Damage" goes, if you take damage from failing combat whilst you have an empty hand, and so you don't have anything to discard, does it still count as damage? It might be an interesting consideration to make - and gives Armor slightly more utility - but it lessens one of the benefits of having small hand sizes, especially characters like (RotR) Valeros and Sajan that can easily empty their hands multiple times over a game.
Also, I note how you've used the words "Combat check". Do you mean "Check to defeat a monster"? If I try to use Wisdom to beat a Siren, for example, does that mean I'll never get wounded? I still take damage from failing, but I never did a COMBAT check.
Finally, I'd recommend adding in a small comment as to how to track the Wounded state. Either have some placeholder card that is displayed next to a character (that describes the negative effect, and how to banish it), or even as simple as recommending flipping the player card upside down or something to that effect.
(P.S. I also note that the consequence of being "Wounded" is extremely minor in large parties. In a 6-player game, each character will only get 5 turns at most, generally, and so that's only 3-4 discarded cards even if you're wounded on your first turn. You can make it harsher by turning the discards into buried cards, or by discarding at the start and END of a characters' turn, if you wish.)
Cursed Blessing
If more than one blessing is used to add dice to the same check, each blessing beyond the first is buried instead of discarded.
I like this idea quite a bit, especially because large team sizes have to worry less about running out of cards in their deck, and so they have to consider the somewhat higher risk of the bury mechanic, and minimizing how many times they can provide blessings over a game length.
I'm not 100% certain as to how to define "Beyond the first" in cards resolving during the same check, but it's intuitive for a team to understand that "One character gets to discard a blessing to help; everyone else has to bury".
I note it says "Buried instead of discarded", so when a blessing would be recharged for any reason (like it matches the top of the blessing's discard pile, or you're playing RotR Sajan) then it remains behind recharged safely? That can work a little clumsily. The wording may want to be improved to something like:
"If a blessing would be discarded for its power during a check, bury it instead. Do not do this for the first blessing discarded during a check."
First, I would consider whether or not certain types of damage don't apply. For example, Mental damage might not create a lingering effect, or it might create a lingering effect that is different from that of (Ranged) Combat damage.
I would actually follow the pattern of Curses (Scourges) from Mummy's Mask with regard to the "wounded" concept.
"When you are dealt Combat damage, if that damage is not reduced to 0, suffer the scourge Curse of [name]."
Curse of [name]
"While displayed, at the start of your turn, discard the top card of your deck.
While displayed, the difficulty of your combat checks is increased by 1.
It's only a flesh wound."
This also allows for you to import "Remove Curse" spell cards and take advantage of characters that can remove curses in APs other than Mummy's Mask.
I'm not too keen on the Cursed Blessing idea. Have you playtested the idea? There are some characters whose powers would be severely impacted by the adjustment to burying blessings. It seems like it might be appropriate as a special rule for an adventure or a scenario, but doesn't fit in with how the rest of the game is played (i.e., things can stack). Perhaps an alternative is to simply have the rule adjust to where blessings after the first add d4 instead of the normal die.