The Note 4 has a fixed warning at 15% and 5% like the Nutella screenshots you provided above. The rest of battery management is similar on the Note 4 but in a different spot (it used to be under Battery in previous versions, and Sammy moved it back to Battery in Nutella, but the Note 4's 6.0.1-based firmware is a slightly different beast from all other TouchWiz as far as I can tell).
On the Note 4 (current firmware, AT&T edition, other variants may vary) the option is not reached through "Battery" like you might logically think (and like it used to be in past firmwares), but in
Settings / General / Power Saving.
It can be enabled all the time, or at 50%, 20%, 15% and 5% (if I recall correctly), or set to "always off". You used to be able to adjust settings for power saving to turn certain things on and off - but now it's just "Power Saving" or "NOT Power Saving".
This won't make the 15% and 5% popups go away, but it does allow you to set when power saving comes on (if you want to run your phone full tilt boogie to 0%, it allows you to - conversely if you want to start saving power at 50%, that works too - or you can just have power saver on all the time if you want).
There is also a "Ultra Power Saving Mode" that makes your phone more akin to a dumb phone and buys you a lot of time - that one can be set to ON or OFF, it never comes on automatically.