What's that yellow gauge above my life bar?

Since I've reached the High peak castle level, this gauge has appeared:

After the level, when I replenished my life and potion in the Passage to the throne room, the gauge vanished.

Any idea what it is ?

Solution 1:

The yellow bar is actually a "Malaise" gauge:

Aside from damage, you get a stack of malaise every time you get hit by one of the three elites that hold keys in Castle. If the bar of malaise reach maximum - you die. So don't get hit by those elites (source)

Also:

Infection

• Taking damage from Key Elite in The Castle causes infection.
• Maximum tier of infection is 10.
  • Key Elites' hits gives you 2 points of infection.
  • After reaching maximum infection tier, you start taking enormous damage, then you just die.
• This effect can occur from Prisoners' Cells if 4 Boss Source Cells are inoculated (currently exclusive to the Baguette Update alpha.).
  • In that case, every enemy can foment infection.

(source)