The legacy DirectX SDK is quite old, and dxerr.lib
in the DXSDK is not compatible with VS 2015's C Runtime as you have encountered.
In general static libraries with code in them don't mix well from different versions of the compiler. Most of the .libs in the legacy DirectX SDK work with VS 2015 because they are import libraries for dlls or all data libraries and therefore contain no code at all. The DXSDK has not been updated since VS 2010.
Aside: The VS team has made a heroic effort to keep the Visual C/C++ Runtime link compatible between VS 2015 Update 3, VS 2017, and VS 2019 per Microsoft Docs. This is not the normal pattern.
Be sure to read the instructions on Microsoft Docs on the proper way to mix the legacy DirectX SDK with the Windows 8.x SDK used by VS 2015. You are presumably using something else from the legacy DirectX SDK in this project besides dxerr.
I have implemented a version of DXERR that you can build from source in your project to remove this dependency of the legacy DirectX SDK. See this post for details. That said, I purposely only supported Unicode (the W version). You can work out how to make the ANSI (the A version) easily enough, but it would be best if updated your app to use Unicode.
See Where is the DirectX SDK (2021 Edition)? and DXUT for Direct3D 11.
UPDATE: As noted in another answer linking with legacy_stdio_definitions.lib
should make the old legacy DirectX SDK version of dxerr.lib
link again with VS 2015/2017. That said, you should work on removing dependencies on the legacy DirectX SDK as much as possible and DXERR is easily replaced by your own module. See Living without D3DX.