Should anyone else have the same issue and stumble on this, I've run the upgrade process on a test environment and while I had to delete the kibana index to get that to run, elastic did upgrade. If I didn't upgrade the security index before I upgraded elasticsearch then I got locked out the cluster but I left all the other indexes till post elastic.

I don't feel the fact I had to delete the kibana index is related to multiple data paths and I suspect the reason it flags an issue is becuase the check looks for a notation format assuming a single data path not many. It may also be the the upgrade checker for later versions of 5.6.x (5.6.7 or higher) address this issue although for the most part I suspect people who are going to upgrade already have by now.