When using a Sigma 85mm F1.4 EX DG HSM with Canon 80D, a bright circle with dark corners appears in images shot at F1.4. Above F1.6, it doesn't appear in image, but does show in live view. No hood or filters are used. Issues are with this lens only. Other lenses work fine.
Turn off lens correction. It's a known issue with this and several other Sigma lenses on newer Canon bodies.
This is a known problem with some 3rd party lenses. All you need to do is go to the Lens Abberation Correction Menu and turn off Peripheral Illumination Correction.
This happens because Sigma copies the lens code from another Canon lens. The camera body sees this lens code, applies the correction it thinks it should be, and you get weird patterns.