Have you tried factory-resetting the device? I have seen a Note 4 updated to Lollipop that doesn't have this issue at all, so it might be a specific issue with your phone.
Unfortunately, for debugging issues like this, things get a bit complicated. 1, Google's release. If it's something that's affecting EVERY Android out there, then there's a Bug report group in Google's page (or you can use the Feedback button in any of their apps). 2, Manufacturer's release. If this is something that is only affecting a certain model (in your case, pertaining to TouchWiz, so it would be Samsung), then the bug must be reported directly to Samsung using their Help button in the Settings or the Contact page on their site. 3, your carrier. If this is a carrier-branded phone, your carrier also makes modifications to the software. So if the bug only happens to a certain model on a particular carrier, then the bug must be reported directly to the carrier and that might be either calling their support line or contacting them through their support pages.