I have the same model as you, and I've just spent the whole day trying to fix this, plus an hour on the phone with Apple support. Here is what I've learned.
Apple support agreed with me that the problem is most likely a bad display driver (AMD?) in the latest package of Boot Camp drivers. Unfortunately, Windows 10 compatibility for the late 2015 iMacs was only added last month, so there could easily still be bugs In the drivers. The result is that Windows can't turn on the display when Boot Camp drivers are running, but can when the default system drivers are running. This is why we could still install Windows and boot to the desktop at first (until Boot Camp installed drivers).
Support also suggested that the new El Capitan 10.11.2 update could have contributed to the bug, but wasn't sure about that.
In my experience, the following will not solve the problem:
- Resetting PRAM
- Reinstalling Windows (the bad drivers do not get removed)
- Using Windows System Restore
- Installing Parallels (you still can't touch the drivers)
The only remaining possible solutions thay we discussed on the phone are:
- Get into Windows 10 safe mode (very difficult, unless you hard reboot and reset PRAM repeatedly) and uninstall the graphics adapter drivers, or install AMD's latest drivers
- Delete your Windows partition, reinstall from scratch, and refuse Boot Camp driver installation when it comes up
If you try one of these solutions, please let us know if it works.
And if someone could please tell me how to guarantee being able to boot into Windows 10 safe mode, it would be greatly appreciated. For the record, F8 and shift-F8 are very unlikely to work.