I have had similar issues with my GPS after a marshmallow update to my oneplus 2. When the screen is off, the GPS turn off after 5 to 10 min of use. I tried to turn off the battery optimization which but it made no change for me. I think this is a faulty implementation of doze or some battery saving scheme. Try and see of you have any luck with turning off the battery optimization for the apps you use. Good luck!

In addition, I have to second what was said about nexus devices. Best software support for any android device, so if my next phone is an android, I'm back to using nexus again.