iMac late-2015; target display mode

No, no one knows because they were just released. But a good guess is they still do.

This is my concern as well and below is what I think so far.

Because thunderbolt 3 only support the retina display to be connected. I don't think you can use this new iMac 27" as a secondary monitor. New iMac only has two Thunderbolt2(not 3 although it has Skylake chip), so I guess you can connect two other monitors to this iMac, but this new iMac isn't gonna be your Macbook pro retina's secondary monitor.

You do not know if the new Thunderbolt 3 isn't also able to support video in from other computers wishing to use the iMac screen. Tech specs online state:

Two Thunderbolt 2 ports

• Mini DisplayPort output
• Support for HDMI, DVI, VGA, and dual-link DVI (adapters sold separately)

No mention of Thunderbolt 3. I does have USB 3 support.

No apparently it does not, as Thunderbolt 2 is not fast enough to push that many pixels to the screen. Also I expect the graphics cards in most MacBook Pros and MacBook Airs would not have the chops needed to drive such a screen yet.

I'll be keeping my 2011 iMac for another couple of years yet I expect, solely because of the target-screen mode ability.