All the glass screen protectors in the market right now have halo at the edges when applied to Note 5 due to the slight curve 2.5D glass screen on the Note 5.
Unless screen protector manufacturers can produce glass screen protectors that can fit the edges of the 2.5D glass screen better, there will always be halo.
If you do not want halo, use plastic screen protectors instead. Or, don't use screen protectors.