Will a 4x6 substitute for a doubled 2x6 header?
In my experience, and assuming your lumber doesn't have major checking, a 4x6 is adequate as a substitute for doubled 2x6s. Whether it strictly meets code is another question, but I'd assume that it does. 

It'll almost certainly be adequate in your specific case, where no structural header existed in the first place. 

FYI, you don't have to sandwich plywood. You can use a flat 2x4 bottom and stand 2x6 sides on that in a U configuration. That's how I've done it for many years. In the case of 2x6 exterior walls you can insulate between the side members.