I have exactly the same problem.
Can't stream to chromecast from my Sony Experia Z3 Compact running Android 5.0.2.
It's noting to do with the phone, because i could stream from my old Samsung S4 mini, until i updated that, then i got the same problem.
There is no problem casting from my laptop, nor a problem casting my screen from the phone.
When disconnecting my phone from wifi, and casting using pincode, it's work ok.
Anyone know if there's a solution on it's way, because it's really annoying
More info: When I choose to cast to my LG Soundbar og my Samsung TV, there's no problem, so no doubt that's it's a problem between android ver 5 and Chromecast.