After trawling the Internet and trying all the suggestions (e.g. change transfer mode from MTP to PTP, turn USB debugging on/off, remove all drivers in Windows and re-install all drivers, use different/multiple PCs to prove it's not my specific Windows build, wipe the cache partition, restart the device, move to another directory in the DCIM folder, etc., etc), this is what I found actually
works - at least for me.
- On your phone, using a file explorer (I used ES File Explorer, but any will do), create a new folder called DCIM2
- Navigate to the DCIM folder, select all files and folders
- Move everything to DCIM2
- Delete the DCIM folder (or simply rename it to DCIM-old if you're paranoid, but no real need for this)
- Rename DCIM2 to DCIM
- Connect phone to PC via USB, enable MTP mode. Open Windows Explorer and navigate to the DCIM folder.
- Bam! All photos and videos and folders are there! ...and appears to be a permanent fix!
- Take a new photo - confirm it shows up perfectly in the correct folder both on your phone and in Windows Explorer on your PC
- Do a jig because you're so happy now

Now I'm not sure what Android 6.0.x did to the DCIM folder permissions or transfer cache or whatever, but this method has permanently fixed the problem for me (and also for other, similar folders).
I wasted WEEKS trying to find the solution and this is not mentioned anywhere else on the first 20 pages of any Google search result or forum I've been able to find so far.
Hope it works for you!