Proof 1: (Formal)
Case 1: If there is any group of $6$ or more mathematicians who are asleep at same time at some point during the lecture, the problem is solved.
Case 2: Assume there is no group of $6$ or more mathematicians who are asleep at same time at some point during the lecture. This implies that:
(a) There are no more than 5 mathematicians asleep at same time at some point during the lecture.
(b) Denote each mathematician with an integer number, such as $M_i$, where $1\le i\le 26$, based on the order of starting time of their sleeping periods. For example mathematician $M_1$ is the first one who goes asleep, and mathematician $M_{26}$ is the last one who goes asleep.
(c) Additionally, denote the sleeping period of mathematician $M_i$ as an interval $(a_i, b_i)$, where $a_i$ is the starting time, $b_i$ the ending time, and $a_i<b_i$ ($i=1,2,\ldots,26$). By (b), we have $$a_1\le a_2 \le a_3 \le \ldots \le a_{25} \le a_{26}$$
Therefore, for any 6 consecutive starting times of sleeping periods of 6 mathematicians, $M_i, M_{i+1}, M_{i+2}, M_{i+3}, M_{i+4}, M_{i+6}$, their sleep periods will be $${(a_i, b_i), (a_{i+1}, b_{i+1}), (a_{i+2}, b_{i+2}), (a_{i+3}, b_{i+3}), (a_{i+4}, b_{i+4}), (a_{i+5},b_{i+5})}$$
There exists at least one $(a_j, b_j)$, $i\le j\le i+4$, so that it does not overlap with $(a_{i+5}, b_{i+5})$, i.e. $a_j<b_j<a_{i+5}$; otherwise these $6$ sleeping periods all overlap with each other, in contradiction to the assumption (a). This also implies that $(a_j, b_j)$ does not overlap with any sleeping period $(a_k, b_k)$ where $k\ge i+5$, as $a_j<b_j<a_k<b_k$, which translates to:
(d) The sleeping period of mathematician $M_j$ does not overlap with the sleeping period of any mathematician $M_k$, where $k\ge i+5$.
(e) In this way, we can find $5$ mathematicians, one each from $5$ distinct groups of mathematicians ${M_i, …, M_{i+4}}$ where $i=1,6,11,16,21$, so that the sleeping period of these $5$ mathematicians do not overlap with each other.
By (d), the sleeping period of mathematician $M_{26}$ does not overlap any of the $5$ mathematicians selected in (e). Therefore, we have found $6$ mathematicians whose sleeping periods do not overlap with each other.
Combining the above two cases completes the proof.
Proof 2: (Informal)
Assume that there are $5$ private rooms, in each room only one person can sleep; and there is a public room that can sleep $21$ people.
Whenever a mathematician falls asleep, they are instantly teleported to a private room if available, or to the public room if all private rooms are occupied.
Whenever a mathematician wakes up, they are instantly teleported back to the original place.
Case 1: If there is a mathematician at any point sleeping in the public room, it means that all private rooms were occupied, so $5$ other mathematicians were asleep in the private rooms. Therefore, there are at least $6$ mathematicians fell asleep at the same time.
Case 2: If there is no mathematician at any point sleeping in the public room, it means that every mathematician was asleep in $1$ of $5$ private rooms at sometime. By pigeonhole principle, at least $6$ mathematicians were sleeping in the same private room, as $5\times 5=25<26$ and no two of these $6$ mathematicians could have been asleep at the same time in that private room.
Combining the above two cases completes the proof.