El Capitan and Daisy Chaining
Solution 1:
I have a 2015 15" running the El Capitan Gold Master and it still mirrors the displays. I wish they'd sort this out, I'm wasting a Thunderbolt port by having to connect both displays independently.
Solution 2:
Here's one that'll really cook your noodle: Yes, the hardware in a MBP will support this (I've done it on MacBook Pro 15", mid 2014).
But no, it only works if you're using Bootcamp and booted into Windows.
Apple has chosen not to support this in their drivers and software.