Best to leave them on the plant until they are ready to open. If they are mature then you can open them yourself and take the seeds out. If they aren't mature, then there is every chance the seeds will germinate poorly or not at all, whatever you do with them. Leaving them in sunlight won't cause any damage.

Please tell me these are native English Bluebells. Please?

Yes, they are from a woodland about a mile away.

I believe we are allowed to pick a few seeds but not until the flower has faded.

If I had been able to I would have taken them on the stalk and hung them upside-down in paper bags. That method does work.

If I can get any to flower in the next year or two I shall spread them all around the area. I'd like fox-gloves too. One season follows the other with them.