Glad to hear you were able to fix it PROPERLY by yourself. This is exactly why I don't like other people working on my car. They rip you off and they don't fix the issue and cause MORE damage in the process.
Thanks for sharing the info and pics!!
OP is asking us to diagnose a problem over the Internet off of 2 paragraph of text. I'm just asking a clarifying question and brainstorming potential causes.
I do appreciate AL Cx5 taking all this time to present his knowledge and research to the forum. I'm in the snake oil camp because I've tried this with my other not so modern car and I couldn't feel anything despite the high praises on the forum. Maybe this is for people that live a quarter mile...
Most local auto part stores should let you borrow obd2 scanner for free. If you did resolve, the lights should self clear but you might have to drive it a little for the computer to detect.
Last, Amazon sells obd2 scanner for $30. Use it and return.
Honestly I'm not familiar with the reliability of the diesel power train but I think you have answered your own question with "heaps" of Mazda having the same issue. That said.. if you rebuild it replace, you might just run into the same issue again down the road. But I do think you should get...