I'm currently on OSX 10.11.3 on my rMBP early 2015. I noticed that if i use my macbook on clamshell mode with thunderbolt video out, my internet will slow to a crawl and very often time out. But once I remove the video cable and use my macbook normally (non clamshell mode), my internet connection goes back to normal.

Checked on apple forums, some ppl complain the same problem. Just wondering anyone here facing the same issue?

No it's not. It's located at the bottom of the body. Once you open the back case you can see it already