I received the update last night by trying these steps...
1. I powered down the phone.
2. Removed Sim card.
3. I went into Recovery mode (Volume up + Power) (I held Volume up till I got in)
4. Wipe Cache Partition (it took a while)
5. Reboot Phone (Without Sim Card)
6. Go to settings, Att software update, and check for updates.
That was all it took. It started downloading, which looked like a 2 part download, because it temporarily stopped and started downloading again.
So good luck! I know it worked for me. I tried all week checking for updates till I got it last night using these steps! Doesn't hurt to try you might get surprised like me and start enjoying Marshmallow Madness!
**Sidenote... I noticed in Developer options, it has a setting for OEM Unlocking Bootloader!