I tried again and again removing VPN config, wiping credentials, new pin and restart and re-add VPN but that VPN status dialog does not show up for me. Since I'm using a wired connection it would require me to either physically unplug the connection or restart the nexus player to disconnect.Set the pin and reboot the device the first time.
create the vpn connection and connect.
when you are connected, click on your vpn profile and you should see the status dialog also with a disconnect button.
like in the screenshot that i taken from my nexus player with android 6.0.1 inside
http://s12.postimg.org/km6yqikvx/Screenshot_Dec_27_2015_7_47_51_AM.png
P.S.
To see active profiles at next reboot, you must insert the pin. Is requested when you click the + sign to add another vpn. when you insert the pin, you will see also your stored profiles.
For others: we are using the new boot.img uploaded above that supports vpn.
Perhaps I have some weird config stuck somewhere from trying this before applying your fixed boot.img...I've found a VPN app which uses root to bypass android requiring a password / pin to use and it has been working so far allowing me to connect / disconnect at will.
https://play.google.com/store/apps/details?id=com.did.vpnroot
I'm ok with this "work around" and it appears I may have a one-off issue requiring a complete wipe which I'm just not willing to do at the moment.
Thank you again for your help!