Sorry if this question was asked before. As I understand currently BDR does not support the replicating nodes to run different major versions, like 9.4 <-> 9.5.
Is this in the works?
Not with BDR between 9.4 and 9.5, no, as there will not be a 9.5 version of BDR. It'll be skipping straight to 9.6.
pglogical, a simplified and streamlined version of the logical replication facilities used in BDR, can replicate from 9.4 to 9.5 (or to/from any other combo of verisons 9.4+). It doesn't support multimaster or DDL replication like BDR does, though.