Welcome as a new member! Found these to try from another user having the same issue:
1) Power + Volume down (maintenance boot mode)
I've tried normal boot, factory reset and booting in safe mode, all just give me a black screen with the blue LED.
2) Power + Volume Up + Home (andoid system recovery screen)
When doing this, the phone displays the black and white "Samsung Galaxy S6" screen, followed by a bluish colored screen with a little android guy on it, followed by the dead android guy with a yellow exclamation triangle over his head, then goes into the android system recovery menu. On this screen I can wipe data/factory reset and wipe cache partition and reboot and I still get a black screen with a steady blue LED.
3) Power + Volume Down + Home followed by Volume Up (Downloading screen)
Takes me to the bluish screen warning me about downloading a custom OS. After hitting up it does not show the knox has ever been triggered. I've tried using ODIN 3.10.6 to reinstall fresh firmware (5.1.1 G920VVRU3BOG5) and after it successfully installs it, it boots to a black screen with the steady blue LED.
Also try looking here:
Galaxy S6 Black Screen Issue - How to Fix it - Samsung Rumors
Good luck and please report back if you get it fixed.