The Galaxy S6 uses WiFi to connect to the WDA, I'm assuming 8011.g based on the channel options provide. Channels 1, 6, and 11, are the standard channels used by 8011.g wireless routers. This means that you will likely get interference from neighbors who are using a wireless router. Unfortunately there is nothing that can be done about this. Every router cannot broadcast at the same time so there is a small "wait" state that occurs as each router broadcasts a signal which you don't normally notice over your router/computer connection. This is a different matter between your phone and WDA which results in lost frames or lag.
As far as connecting your phone to your WDA, you just have to keep cycling through the different options until it works. Sometimes you will have to cycle through all three options several times.
WPC > Keypad > Display > WPC > Keypad > ...
I want to provide more information that I have been told by several different Samsung representatives. First, the Galaxy S6 is supposed to support an HDMI adapter and will likely have a product released by Samsung in the future. The Galaxy S6 is NOT supposed to work with the WDA and the solution I provided is a work-around. The Samsung representative told me that the WDA is crippled by the phone itself and he was surprised that I was able to get it to work. At the moment, the Galaxy S6 only officially screen mirrors with recent Samsung TVs. I would say those produced within the past two or three years.