Apple Mail 9.2: How to specify port and SSL options for incoming and outgoing IMAP servers?
OK... this is irritating, but possible... you used to be able to force it to ignore at that point, then set it up manually from the Accounts pane.

The El Capitan version looks like you need to do that initial setup from System Prefs > Internet Accounts, rather than directly in Mail itself.

Start from the right pane - 'Add Other Account...' [scroll down to see it, for some reason the + - buttons are unclickable. If you do, they grey out]
then Mail Account.

You get a very similar dialog as in your question - fill it in as before.
It will error, as before - the major difference being that 'Sign In' changes to 'Next'

&amp; you're in... hit Next &amp; select Mail &amp;/or Notes &amp; Done.
Close the Prefs.

If Mail is open, quit &amp; relaunch.

Mail prefs/Accounts now has the bare bones of your new account, from which you can manually set up all the necessary ports, using the Advanced tab for incoming prefs &amp; the still rather annoying Outgoing Mail Server (SMTP) drop menu for outgoing.