You'll probably want to check if one is better suited for your carrier:
http://www.willmyphonework.net/
Beyond that,I can avow that the Snapdragon 805 is great in the Note4.
Can't speak for the Exynos in the Note4,but,it's successor in the Note5 is blazing fast.
However,for your question,regarding which is better for gaming,the following article states the Snapdragon is better suited for gaming & multi-tasking:
http://wccftech.com/galaxy-note-4-snapdragon-vs-exynos/
IMHO,the differences appear to be negligible.I'd get the one that's best suited for your carrier.