Intel Core i7-6700HQ+gtx960m VS Intel Core i7-4710HQ+gtx965m

Seems like a no-brainer to me. The GTX965M is nearly twice as powerful while the difference in CPU is negligible.

Neither, get the 970m or 980m.

For gaming, the latter. The GPU is way better (20-100% additional gaming performance).
For everything else, including videos, the former. That sixth-gen Core CPU should perform 5-15% better than the 4th gen one for a little less power usage.

Option 3: buy a proper gaming desktop

View attached image.