Create your own ISO
Using the USB Flash Drive/ISO install method for installing Windows on new Boot Camp partition.
In OS X, prepared the USB flash drive as <FAT32>, <Master Boot Record>.
In OS X, when you download the ISO file from Microsoft website, it is saved automatically in the Downloads folder. Do you copy and paste the contents of that downloads folder onto the USB flash drive? There is an error message stating it cannot copy All the files; is that okay?
From Apple's website: Create an ISO image for Boot Camp from Windows installation media - Apple Support
Create your own ISO
Use these steps to make an ISO copy of your Windows DVD or USB flash drive:
4. Choose File > New Image, and then select your Windows DVD or flash drive from the submenu. [There are Three choices in New Image: 1) Blank Image, 2) Image from folder, 3) Image from "Untitled". Which do you choose?]
iMac (Retina 4K, 21.5-inch, Late 2015), OS X El Capitan (10.11.3)