I have a Galaxy S6 (T-Mobile US). This issue started shortly after the OTA update to 5.1.1. The frequency has increased from every few days to every time I leave the house whereby a reboot is the only way to fix it...toggling WiFi, data connection, airplane mode doesn't work. I have tried wiping the cache partition but have yet to resort to the last measure, a factory reset. The 4G LTE connection icon appears fine but the data flow arrows beneath it will be inactive when in this state.
Update: Installed the September T-Mobile OTA and was able to leave the house today w/out needing a reboot.