"the sony z3 and now my current galaxy s5 have the ability to add any # to a built-in Auto Reject list."

My z3 doesn't. I'm running marshmallow. Where are you finding the option? On previous phones long pressing the contact gives you an ignore option but not this one.

Edit: I just discovered the option to send all calls from a contact to voicemail which is great but then I'll have to dial in and delete the voicemail otherwise there will be an icon there forever. Ideally there would be a button to dump the call and silently reject all further calls from that number. I suppose I could attach all numbers to the same contact.