If you are using the MKL 11.2 update 3 and can submit a reproducer of your problem, maybe someone will work on it.
I have a case which ran with my original VS2015 installation but failed later on, so it might be important to provide specific minor version information. I've tried VS repair but it made no difference.
My diagnosis of my case: a header comes in via INCLUDE path from the Intel installation which refers to headers which were present in VS2012 and VS2013 but not my current VS2015. A work-around is to copy over those headers from the older VS.
With this fix, the VS2015 compiler is doing a better job with AVX2 than the older ones.
Did Microsoft document that VS2015 no longer supplies all the C89 standard headers? If not, this looks like a Microsoft bug (change between 2015RC and RTM?)