If the battery icon is yellow, it means you have the phone set to Low Power mode. Go to Settings>Battery and turn it off. Of, charge the phone above 80% and it will turn off automatically. If I recall, this was added with iOS 10 back in September.
If you're using TouchID, you can't adjust the auto-lock time. The only option is "Immediately". This has been a feature since TouchID was introduced.
If this doesn't solve your problem, please explain in more detail.