Another person here with the same issue first time I attempted an iPhone 6 repair. Upon extremely close examination, even though I was quite careful, the flex cable was damaged upon the removal of the proximity sensor, and aside from not working, the proximity sensor would get VERY hot when you put the phone up to your ear. Tape did not work.
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There is also another piece that doesn't usually come new iPhone 6 screens that could be easy to miss and cause light leak. Directly adhered to the speaker earpiece mesh is a black plastic cover that needs to be removed from the old screen (which you can do by pushing out the mesh from the front of the screen and separating it afterward.) [https://cdn.shopify.com/s/files/1/0219/8496/products/Screen_Shot_2014-12-04_at_2.18.39_PM.png?v=1421873981|Here] it is pictured on the bottom (yours wont have the red tape on the corner)
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There is also another piece that doesn't usually come new iPhone 6 screens that could be easy to miss and cause light leak. Directly adhered to the speaker earpiece mesh is a black plastic cover that needs to be removed from the old screen (which you can do by pushing out the mesh from the front of the screen and separating it afterward.) [https://cdn.shopify.com/s/files/1/0219/8496/products/Screen_Shot_2014-12-04_at_2.18.39_PM.png?v=1421873981|Here] it is pictured on the bottom (yours wont have the red tape on the corner) The piece will clip into the mesh on your new screen, that is of course if your new screen even came with a mesh.
To prevent issue, use extreme caution when removing that ribbon cable from the old screen, make sure you don't lose the rubber piece over the ambient light sensor, and the previous recommendations of the iSesamo tool, along with carefully heating the front glass by the earpiece are great. Overall, I fixed my first shorted out one with a replacement flex cable, since I didn't want to bother with micro soldering of the leads / flex cable copper wires, and I haven't had a repair not work since.
TLDR: Proximity sensor is probably broken, buy an aftermarket replacement on eBay for $8 and be extra careful.
Another person here with the same issue first time I attempted an iPhone 6 repair. Upon extremely close examination, even though I was quite careful, the flex cable was damaged upon the removal of the proximity sensor, and aside from not working, the proximity sensor would get VERY hot when you put the phone up to your ear. Tape did not work.
There is also another piece that doesn't usually come new iPhone 6 screens that could be easy to miss and cause light leak. Directly adhered to the speaker earpiece mesh is a black plastic cover that needs to be removed from the old screen (which you can do by pushing out the mesh from the front of the screen and separating it afterward.) [https://cdn.shopify.com/s/files/1/0219/8496/products/Screen_Shot_2014-12-04_at_2.18.39_PM.png?v=1421873981|Here] it is pictured on the bottom (yours wont have the red tape on the corner)
To prevent issue, use extreme caution when removing that ribbon cable from the old screen, make sure you don't lose the rubber piece over the ambient light sensor, and the previous recommendations of the iSesamo tool, along with carefully heating the front glass by the earpiece are great. Overall, I fixed my first shorted out one with a replacement flex cable, since I didn't want to bother with micro soldering of the leads / flex cable copper wires, and I haven't had a repair not work since.
TLDR: Proximity sensor is probably broken, buy an aftermarket replacement on eBay for $8 and be extra careful.