They have removed this feature in the latest update. Here is my Chat with Samsung Support:
Chat InformationPlease wait for a Samsung Agent to respond.
Chat InformationYou are now chatting with 'Aliya'. There will be a brief survey at the end of our chat to share feedback on my performance today.
Chat InformationYour Issue ID for this chat is LTK1125603741881X
Aliya: Hi, thank you for contacting Samsung Technical Support. How may I help you today?
Visitor: S6 - There is a camera icon on the lock screen and I has googled for about an hour and can not find a way to remove. Anyone could pick up the phone swipe from the lock screen and start taking pictures. My S4 did not have this and I do not want on S6 lock screen
Visitor: I am not referring to the double click on the home button to take photo I turned that off already
Aliya: Sure. I see that you want to remove the lock screen widget on your device, is that correct?
Aliya: Thank you for the information.
Visitor: I think it is a widget.the is a phone on the left and a camera on the right
Visitor: I think it is a widget.there is a phone on the left and a camera on the right
Aliya: Thank you for confirming.
Aliya: I will be happy to help you with the information.
Visitor: Thank you!
Aliya: My pleasure.
Aliya: Please Go to Settings.
Visitor: done
Aliya: Do you have a search option?
Visitor: yes
Aliya: Please enter lock screen under Search bar.
Visitor: done
Aliya: Do you have Shortcut option under Lock screen settings?
Visitor: no
Aliya: May I remotely access your device and check the settings for you?
Visitor: yes
Aliya: Please go to Settings>>My Device>>Lock screen>>Lock screen widgets>>Shortcuts>>None.
Aliya: Please let me know if you need any assistance.
Visitor: My S4 has this menu path but not S6
Aliya: If you wish, I will help you remotely, Shall I?
Visitor: yes
Aliya: Thank you.
Aliya: Please install Smart Tutor app from Playstore.
Aliya: Please let me know once you are done.
Aliya: Once the application is installed on the Phone, open the application and accept the Terms and Conditions.
Aliya: On seeing the Call center window, tap on Cancel and check if the application asking for any 6digit Connection code.
Aliya: Please enter 194436.
Visitor: done
Aliya: Thank you.
Aliya: I am now able to access your device/computer. Please wait while I work on the issue.
Aliya: Let us try changing the password to PIN and check.
Visitor: done. but I think I have tried all types of screen locks.
Aliya: Okay. Thank you. I appreciate your efforts.
Aliya: Is the issue persisting in PIN lock?
Visitor: yes
Aliya: I am sorry to know that.
Aliya: The option has been removed on the device in the new update top remove the shortcuts.
Visitor: I see. I also see a lot of security issues and returns of this device. Very unfortunate. I will post this to let all who has ask me for help that I was a unable to correct and Samsung has some rethink the removal of the option
Aliya: Yes, I see your point of view.
Aliya: The option Short is available on the previous update.
Visitor: Assume no way to go back or temp unlock to correct
Aliya: Yes.