Syslinux: How to correctly configure for UEFI PXE boot?
The syslinux.efi is the correct loader; unfortunately 6.03 has several issues affecting both UEFI and PXE.
i.e. http://www.syslinux.org/archives/2016-October/025395.html
this is just an example, there are many more issues, like faulty TFTP transfers, bad next-server detection, etc.
The patches for all these issues have been submitted and some of them are already merged you should try 6.04-pre1 binaries.