I have this exact same issue, the only difference is I am installing Windows 10 1607.
it partitions fine, it downloads and apply's the OS fine, it downloads the Configuration Manager Client fine, then reboots into the mini setup then the logon screen.
the folder
c:\_SMSTaskSequence
is left behind and the client isn't installed. no tasks after "Setup Windows and ConfigMgr" execute.
I have tried from 2 different "Windows Professional x64 1607" wim files and a "Windows Professional x64 1511" wim.
I am running "SCCM 2012 R2 SP1 CU3" on "Windows Server 2012 R2" and i have the "SMSTSWaitForSecondReboot" variable set.
I have attached a log file and screen grab of my task sequence.
any help with this would be appreciated.
Daniel.
smsts.log