does anyone know the name of a bush that goes red in winter ive heard it called burning bush not sure

Euonymous Alatus is called Burning Bush. Its wing shaped and grows out rather than up so some consider it invasive Does turn a spectacular red in winter though. But other shrubs go red in winter?

The plant people usually mean by Burning Bush is Kochia scoparia trichophylla - this is an annual, and turns a fiery red in the autumn.
However, as Drc says above, Euonymus alata is known by that common name too, and there is another plant, Dictamnus albus, also known by that name - this does not turn red, the burning refers to the fact that you can create a flame above the plant by striking a match or a lighter near to it and it will ignite because of some chemical the plant emits.

Dictamnus is almost certainly the ORIGINAL burning bush, as the oils exuded on very hot days, can self ignite. Once very common throughout the Middle East, it is almost certainly the source for the Biblical Burning Bush story.
Interestingly, seeds from this plant have been discovered in very ancient burial sites in israel, that date to earlier than 200,000 years, so one suspects the oils were used as part of funery rites, particularly by the early Cannanites, who were pagan of course.
Oops, did I digress there?
Anyway, Bamboo is spot on again.

Bamboo as the questioner asked for a bush that turns red in winter which one do you think would give the best colour out of those mentioned?

The Kochia, but its drawback is it will then die, as its only an annual.

Sounds worth it for the colour though. Thank-youi