A couple of nights ago, something wonderful happened. I took the phone off the charger, and the battery drain issue was gone. While not in use, my 950 consumed around 2%/hour (which is fine), and 10-15% while running Edge (also fine). I had a great phone again, just like the other low-end Lumias that I have owned previously that only needed charging every other night, and this lasted for about a day. Then I was back at 5-10%/hour idle consumption and 15-20%/hour when in use. I was a wall-hugger again.
Since then, I have seen this pattern of alternating between acceptable and unacceptable numbers, without being able to pinpoint what triggers the transitions. It doesn't look like a hardware problem, but it's really difficult to tell. The only unusual thing that I did just before the phone got those fantastic power consumption numberswas to accept a Wi-Fi Sense prompt that wanted me to authorize Facebook. I hadn't seen this prompt on that phone before, and when accepting the access request, it looked to me like both the Facebook and the Settings apps crashed. It could be that something really did crash in the background too, causing a sharp drop in power consumption, or it was just a lucky coincidence, and the Win10 UX team is no longer even trying to implement transitions that don't leave you confused and scared.
I have also had this"remission" currently my 950XL is behaving beautifully. When it's good it will easily charge on my fat boy pillow overnight and remains cool. Doesn't seem to be many clues as to why it changes it's behaviour, but I suspect that charging the phone sometimes has something to do with it.
Another thing i have noticed that always triggers "good" behaviour is when I take the phone out of range for a while. When the phone has no mobile signal for an hour or so it hardly drains any battery and stays good for some time after I get back in range.