Warning bar in "Settings - Data usage" disappeared. A bug?
This is indeed a bug, or possibly, an overlook by Google, since the possibility for this bug to happen is very small. The bug occurs when you set the data limit above 700,000,000 GB (or 700 petabyte).
Note: This solution needs root access since it modifies a system file directly.

Open file manager that can browse internal storage (e.g. ES File Explorer)
Browse to /data/system/
Open netpolicy.xml as text file
Find &lt;network-policy&gt; entry which has an attribute of warningBytes=&quot;&lt;very_large_number&gt;&quot; (in my case, it's warningBytes=&quot;775911474387222528&quot;)
Edit the value to reasonable number (e.g. 1000000 for 1MB, this is for temporary value)
Save and close the file
Restart the device (important)
If you don't restart the device, opening &quot;Data usage&quot; will reset and overwrite the file with previous buggy value, thus you have to do it from beginning
Open &quot;Data usage&quot;, and the data limit bar should come back


Update: this issue has been mitigated on Android 6.0.1. The maximum warning/limit bar is set to 1TB.

Clamp large data usage values.
Without clamping, they can wrap around to negative values and cause
all sorts of havok.  1TB ought to be enough for anyone: that's 3Mbps
for a solid month.