Sorry to hear Srad600.
Did Your steering Wheel have all 4 mounting holes complete with threads?
My Guess is you need the lower wiring set:
K015-V7-481 this is Mazda's genuine harness. This item was not possible to order here in Norway( number not known in system).
I ordered the lower wiring set K015-V7-481 from japanparts.com. It is not listed on Their site, but they have an option to request for parts not listed.
The prize i got is 3200 yen, (around € 25/approx the same in USD) +1000 yen in postage.
This was not nessesary on SVShootingStar's Mazda 6, but they come also from factory with paddle shift on some models to some markeds.
As you can see if you follow the link below(on pdf page d) for 2016 CX-5's, in Japan you get paddles as an optional kit and the lower wiring is also listed as a part needed(K015-V7-481).
http://www.mazdas247.com/forum/showthread.php?123850602-JDM-Accessories
You can of corse take of the covers to see for yourself if the wiring is installed:
http://i1020.photobucket.com/albums...hift/Padlle shift - wiring/12_zps7559327b.jpg
Plug A:
http://i1020.photobucket.com/albums/af321/duylandrover/Paddle Shift/Option 2/13_zps330cc70a.jpg
Plug B:
http://i1020.photobucket.com/albums/af321/duylandrover/Paddle Shift/Option 2/12_zps2e51968f.jpg
Plug "A" is the lefthand Connector going into the start/stop unit(2 wires, not correct colors in Pictures), it needs wires in pos L and N.
Plug "B" is the righthand Connector going into the lower clockspring(3 wires, not correct colors in Pictures), it needs wires in pos H, F and D.
H goes to L
D goes to N
F is a solid ground going up to the paddles.
I suggest everybody to replace the bolt holding the steering wheel(it is a safety issue) part: 9YA011003A ,
and use a torque wrench when installing it.
Regarding removing air bags:
Disconnect car's battery at least one minute before disconnecting el Connector from airbag,
and(THIS IS IMPORTANT) NEWER TOUCH connector pins on the airbag or Place the airbag so as they can get in contact With carpets or similar.
Our body and fabrics can hold static electrisity. (this is allways valid when handling Electronic Components).
Regarding the wiring kit K015-V7-481, it comes in a bag with dual sets(3 wires in each set) and of course only one set is needed.
The difference is the lenght of the 2 pins going into the start/stop unit Connector, and on those two same pins are there a small "guide tap" 1-2mm high and long at the end of the pins facing the wire side. Those "guide taps" are mounted differently on one set, compared to the other set. Ofcourse only one set fits and is correct for Your car, check Your plastic el Connector going into the start/stop unit and you will se what set you should use.
One of the Three wires has a pin in one end(goes into lower clockspring Connector(plug "B") position F, and the other end is just a cut wire and needs to be Connected to solid ground. I found a ground lug on my 2012 European car to the right of my steering column(above and behind the Accelerator pedal).
The electrical pins are latched in place in the plastic Connectors. Before pushing in the pins you should lift the small plastic "strip" that goes across one side of those plastic Connectors, a couple of millimeters. You can se it on the Picture of plug "A".
Sorry about my English Language, i hope you understand what i try to explain to you.