Yesterday I decided to upgrade from 5.1.1 (Sultan unofficial) to 6.0.1 (Sultan unofficial). :good:
Sh*t went down because I was running TWRP 2.8.6.1 and OP stated you must run 2.8.6.0. 
So I got stuck into bootloot, hence I booted into recovery, put image of 2.8.6.0 into my phone and then flashed the img file through the appropriate menu.
Sh*t went down once again (And I’m not sure of why, but maybe because you cannot downgrade that way). Now I have a messed up recovery.
Well then, I get into fastboot, use Wugfresh’s one-click-tool to flash back to 5.1.1. Everything goes well : my phone boots up :good:.
I disable update recovery with system updates in developers options (even though I am aware that this switch doesn’t work on Lollipop)
Then I decide to root again and install TWRP 2.8.6.0 and the process fails : not that I get errors, but the command :
fastboot boot recovery.img
isn’t doing its thing, :confused: hence I never boot into recovery
I’m quite surprised, but well I try to flash recovery :
fastboot flash recovery twrp-2.8.6.0.img
command executes without errors
I reboot into cm, try to boot into recovery and :
"Surprise Motherf*cker !" 
CM recovery shows.
I read that I must clear cache before (or after) flashing recovery
fastboot erase cache
Then shut the phone down holding Vol-down and power buttons and then boot into recovery holding Vol-down once again.
No luck, this time, every time I try to boot into recovery with this method, 1+ logo shows, phone vibrates, and 1+ logo shows etc. indefinitely 
I abandoned… flashed 4.4.4 used wugfresh tool to root and flash twrp, then flashed marshmallow
Now I am rooted and running Marshmallow, but TWRP has been erased… Tried to flash through Flashify and Rashr, no luck.
(I disabled update cm recovery under developer settings)
Does someone understand why I don’t manage to get TWRP under Android 5 and 6, and could explain me why ? :fingers-crossed:
Thank you !