I've also tested this on 4.4.0-22 with i915 patches here:
http://koti.kapsi.fi/~tjaalton/skl/mst/
And the problem persists.

In addition I've tested a 4.6 mainline from 5/8 and the problem persists
there as well.

Here is the warning from the mainline kernel:
[   44.871672] ------------[ cut here ]------------
[   44.871687] WARNING: CPU: 1 PID: 871 at 
/home/kernel/COD/linux/drivers/gpu/drm/i915/intel_pm.c:3586 
skl_update_other_pipe_wm+0x16c/0x180 [i915]
[   44.871688] WARN_ON(!wm_changed)
[   44.871688] Modules linked in:
[   44.871689]  rfcomm bnep snd_hda_codec_hdmi dell_led brcmfmac 
snd_hda_codec_realtek intel_rapl snd_hda_codec_generic x86_pkg_temp_thermal 
intel_powerclamp brcmutil coretemp uvcvideo cfg80211 i2c_designware_platform 
i2c_designware_core kvm_intel videobuf2_vmalloc kvm snd_hda_intel 
videobuf2_memops snd_hda_codec videobuf2_v4l2 dell_wmi dell_laptop 
videobuf2_core dell_smbios snd_hda_core videodev dcdbas rtsx_pci_ms irqbypass 
snd_hwdep media memstick snd_pcm hid_multitouch crct10dif_pclmul snd_seq_midi 
crc32_pclmul btusb btrtl ghash_clmulni_intel snd_seq_midi_event snd_rawmidi 
aesni_intel snd_seq snd_seq_device aes_x86_64 lrw snd_timer gf128mul 
glue_helper snd ablk_helper cryptd soundcore hci_uart btbcm btqca idma64 joydev 
input_leds shpchp btintel virt_dma mei_me serio_raw bluetooth mei 
processor_thermal_device
[   44.871711]  intel_lpss_pci intel_soc_dts_iosf acpi_als kfifo_buf 
industrialio intel_lpss_acpi intel_hid dell_smo8800 int3403_thermal 
int3400_thermal int3402_thermal intel_lpss acpi_pad sparse_keymap 
int340x_thermal_zone acpi_thermal_rel mac_hid parport_pc ppdev lp parport 
autofs4 usbhid rtsx_pci_sdmmc nouveau i915 mxm_wmi ttm i2c_algo_bit 
drm_kms_helper psmouse syscopyarea sysfillrect sysimgblt nvme fb_sys_fops uas 
nvme_core ahci drm usb_storage rtsx_pci libahci i2c_hid hid wmi 
pinctrl_sunrisepoint video pinctrl_intel fjes
[   44.871727] CPU: 1 PID: 871 Comm: Xorg Not tainted 4.6.0-999-generic 
#201605082200
[   44.871728] Hardware name: Dell Inc. XPS 15 9550/0N7TVV, BIOS 01.02.00 
04/07/2016
[   44.871729]  0000000000000286 0000000052e51aba ffff8808985bf918 
ffffffff813f2ea3
[   44.871731]  ffff8808985bf968 0000000000000000 ffff8808985bf958 
ffffffff8108294b
[   44.871732]  00000e0200000000 ffff880891b41000 ffff8800219d9da4 
ffff880891b42000
[   44.871733] Call Trace:
[   44.871736]  [<ffffffff813f2ea3>] dump_stack+0x63/0x90
[   44.871739]  [<ffffffff8108294b>] __warn+0xcb/0xf0
[   44.871740]  [<ffffffff810829cf>] warn_slowpath_fmt+0x5f/0x80
[   44.871749]  [<ffffffffc022c6ac>] skl_update_other_pipe_wm+0x16c/0x180 [i915]
[   44.871758]  [<ffffffffc022c845>] skl_update_wm+0x185/0x640 [i915]
[   44.871769]  [<ffffffffc027a455>] ? gen9_write32+0x235/0x370 [i915]
[   44.871782]  [<ffffffffc02b88af>] ? 
intel_ddi_enable_transcoder_func+0x17f/0x260 [i915]
[   44.871790]  [<ffffffffc023060e>] intel_update_watermarks+0x1e/0x30 [i915]
[   44.871802]  [<ffffffffc029c821>] haswell_crtc_enable+0x321/0x8c0 [i915]
[   44.871813]  [<ffffffffc02991bb>] intel_atomic_commit+0x5fb/0xdd0 [i915]
[   44.871825]  [<ffffffffc00d9c31>] ? drm_atomic_check_only+0x181/0x600 [drm]
[   44.871832]  [<ffffffffc00da0e7>] drm_atomic_commit+0x37/0x60 [drm]
[   44.871837]  [<ffffffffc019b03a>] drm_atomic_helper_set_config+0x7a/0xb0 
[drm_kms_helper]
[   44.871844]  [<ffffffffc00c9b42>] drm_mode_set_config_internal+0x62/0x100 
[drm]
[   44.871851]  [<ffffffffc00cda90>] drm_mode_setcrtc+0x3e0/0x500 [drm]
[   44.871856]  [<ffffffffc00beab2>] drm_ioctl+0x152/0x540 [drm]
[   44.871862]  [<ffffffffc00cd6b0>] ? drm_mode_setplane+0x1b0/0x1b0 [drm]
[   44.871864]  [<ffffffff81237721>] do_vfs_ioctl+0xa1/0x5b0
[   44.871866]  [<ffffffff81090981>] ? __set_task_blocked+0x41/0xa0
[   44.871867]  [<ffffffff81093306>] ? __set_current_blocked+0x36/0x60
[   44.871868]  [<ffffffff81237ca9>] SyS_ioctl+0x79/0x90
[   44.871869]  [<ffffffff810935ce>] ? SyS_rt_sigprocmask+0x8e/0xc0
[   44.871872]  [<ffffffff81845476>] entry_SYSCALL_64_fastpath+0x1e/0xa8
[   44.871873] ---[ end trace 12f151afa4c9e462 ]---
[   53.708328] dell_wmi: Unknown WMI event type 0x12

** Description changed:

- This crash happens when plugging in an external HDMI projector.
+ This crash happens when plugging in an external HDMI projector in
+ mirrored mode.
  
  ProblemType: Bug
  DistroRelease: Ubuntu 16.04
  Package: linux-image-4.4.0-22-generic 4.4.0-22.39
  ProcVersionSignature: Ubuntu 4.4.0-22.39-generic 4.4.8
  Uname: Linux 4.4.0-22-generic x86_64
  NonfreeKernelModules: zfs zunicode zcommon znvpair zavl
  ApportVersion: 2.20.1-0ubuntu2
  Architecture: amd64
  AudioDevicesInUse:
   USER        PID ACCESS COMMAND
   /dev/snd/controlC0:  mark       4296 F.... pulseaudio
  Date: Tue May 10 10:25:07 2016
  InstallationDate: Installed on 2016-05-02 (8 days ago)
  InstallationMedia: Ubuntu 16.04 LTS "Xenial Xerus" - Release amd64 
(20160420.1)
  Lsusb:
   Bus 002 Device 001: ID 1d6b:0003 Linux Foundation 3.0 root hub
   Bus 001 Device 003: ID 04f3:21d4 Elan Microelectronics Corp.
   Bus 001 Device 002: ID 0a5c:6410 Broadcom Corp.
   Bus 001 Device 004: ID 0c45:6713 Microdia
   Bus 001 Device 001: ID 1d6b:0002 Linux Foundation 2.0 root hub
  MachineType: Dell Inc. XPS 15 9550
  ProcEnviron:
   LANGUAGE=en_GB:en
   TERM=linux
   PATH=(custom, no user)
   LANG=en_GB.UTF-8
   SHELL=/bin/bash
  ProcFB: 0 inteldrmfb
  ProcKernelCmdLine: BOOT_IMAGE=/boot/vmlinuz-4.4.0-22-generic.efi.signed 
root=UUID=3643ef37-7cee-41b3-9387-2faa819c44db ro quiet splash vt.handoff=7
  PulseList:
   Error: command ['pacmd', 'list'] failed with exit code 1: Home directory not 
accessible: Permission denied
   No PulseAudio daemon running, or not running as session daemon.
  RelatedPackageVersions:
   linux-restricted-modules-4.4.0-22-generic N/A
   linux-backports-modules-4.4.0-22-generic  N/A
   linux-firmware                            1.157
  SourcePackage: linux
  UpgradeStatus: No upgrade log present (probably fresh install)
  dmi.bios.date: 04/07/2016
  dmi.bios.vendor: Dell Inc.
  dmi.bios.version: 01.02.00
  dmi.board.name: 0N7TVV
  dmi.board.vendor: Dell Inc.
  dmi.board.version: A00
  dmi.chassis.type: 9
  dmi.chassis.vendor: Dell Inc.
  dmi.modalias: 
dmi:bvnDellInc.:bvr01.02.00:bd04/07/2016:svnDellInc.:pnXPS159550:pvr:rvnDellInc.:rn0N7TVV:rvrA00:cvnDellInc.:ct9:cvr:
  dmi.product.name: XPS 15 9550
  dmi.sys.vendor: Dell Inc.

-- 
You received this bug notification because you are a member of Kernel
Packages, which is subscribed to linux in Ubuntu.
https://bugs.launchpad.net/bugs/1580272

Title:
  i915-bpo crashes on external hdmi input

Status in linux package in Ubuntu:
  Confirmed

Bug description:
  This issue happens when plugging in an external HDMI projector in
  mirrored mode.

  To reproduce this issue:
  1) Plug in external HDMI monitor
  2) Set mirrored displays
  3) Unplug HDMI
  4) check dmesg for warnings

  --

  ProblemType: Bug
  DistroRelease: Ubuntu 16.04
  Package: linux-image-4.4.0-22-generic 4.4.0-22.39
  ProcVersionSignature: Ubuntu 4.4.0-22.39-generic 4.4.8
  Uname: Linux 4.4.0-22-generic x86_64
  NonfreeKernelModules: zfs zunicode zcommon znvpair zavl
  ApportVersion: 2.20.1-0ubuntu2
  Architecture: amd64
  AudioDevicesInUse:
   USER        PID ACCESS COMMAND
   /dev/snd/controlC0:  mark       4296 F.... pulseaudio
  Date: Tue May 10 10:25:07 2016
  InstallationDate: Installed on 2016-05-02 (8 days ago)
  InstallationMedia: Ubuntu 16.04 LTS "Xenial Xerus" - Release amd64 
(20160420.1)
  Lsusb:
   Bus 002 Device 001: ID 1d6b:0003 Linux Foundation 3.0 root hub
   Bus 001 Device 003: ID 04f3:21d4 Elan Microelectronics Corp.
   Bus 001 Device 002: ID 0a5c:6410 Broadcom Corp.
   Bus 001 Device 004: ID 0c45:6713 Microdia
   Bus 001 Device 001: ID 1d6b:0002 Linux Foundation 2.0 root hub
  MachineType: Dell Inc. XPS 15 9550
  ProcEnviron:
   LANGUAGE=en_GB:en
   TERM=linux
   PATH=(custom, no user)
   LANG=en_GB.UTF-8
   SHELL=/bin/bash
  ProcFB: 0 inteldrmfb
  ProcKernelCmdLine: BOOT_IMAGE=/boot/vmlinuz-4.4.0-22-generic.efi.signed 
root=UUID=3643ef37-7cee-41b3-9387-2faa819c44db ro quiet splash vt.handoff=7
  PulseList:
   Error: command ['pacmd', 'list'] failed with exit code 1: Home directory not 
accessible: Permission denied
   No PulseAudio daemon running, or not running as session daemon.
  RelatedPackageVersions:
   linux-restricted-modules-4.4.0-22-generic N/A
   linux-backports-modules-4.4.0-22-generic  N/A
   linux-firmware                            1.157
  SourcePackage: linux
  UpgradeStatus: No upgrade log present (probably fresh install)
  dmi.bios.date: 04/07/2016
  dmi.bios.vendor: Dell Inc.
  dmi.bios.version: 01.02.00
  dmi.board.name: 0N7TVV
  dmi.board.vendor: Dell Inc.
  dmi.board.version: A00
  dmi.chassis.type: 9
  dmi.chassis.vendor: Dell Inc.
  dmi.modalias: 
dmi:bvnDellInc.:bvr01.02.00:bd04/07/2016:svnDellInc.:pnXPS159550:pvr:rvnDellInc.:rn0N7TVV:rvrA00:cvnDellInc.:ct9:cvr:
  dmi.product.name: XPS 15 9550
  dmi.sys.vendor: Dell Inc.

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