The Marshmallow root for Galaxy Edge Plus is now available, one that also fixes the deep sleep issue. The root is under testing right now and if you have install the Marshmallow update that was released a few days back, you can use to gain root access on your device.
Until Samsung releases the source code for Galaxy S6 Edge+, it seems this is the best root trick that could become available for the Galaxy S6 Edge Plus on Marshmallow.
This root method involves installing the TWRP recovery, Xposed module and a kernel file, followed by Superuser installation. Because of similarities between Galaxy S6 Edge+ and Note 5, the developer dr.ketan’s kernel for Note 5 is said to be working totally fine on the Galaxy S6 Edge+ too.
[BTW, the above is for Marshmallow, look here for the Android 5.1 Root for Galaxy S6 Edge Plus.]
In case you need help with the instructions at above page, let us know, we will provide a guide at this page if you ask for it. Until then, good luck!