I too, can relate to the noises, clicks, and rattles in my 2017. It is enough to drive oneself insane if you focus on them.
If I may, a couple of tips I've learned a long the way:
1) The door locks (actuator) being noisy is actually very common among all trims and model years. It's a Mazda quirk. I have two CX-5s and it happens to both on occasion. I just ignore it since it isn't mission critical and isn't a symptom of a failure.
I have yet to have one FAIL though, as you note.
2) CX5_Driver hit the nail on the head - ...I would suggest a deep breath, you bought a vehicle to 1st be a tool (provide a function) in your life, 2nd to enjoy and feel good about. The more you get worked up on these items, the more you will start to despise and loath your purchase decision -- it is just a bad path. The engine and parts you depend on are actually extremely reliable to get you from point A to point B. It will get you there for many, many miles to come.
My $75k Z06 would creak when angling up drive-ways. Normal. Sometimes a mechanical thing with thousands of parts to make a whole...makes a noise. Take it to the dealer and do an inspec.
3) My 2017 had a squeak/rattle that drove me nuts when I accelerated. Took the dealer 3 tries and then escalated to Mazda NA. During this time I was very well taken care of from the dealer, Mazda NA, and all parties involved. I expected to go to war and instead I got the Ritz. Haha. My point being is that while I completely understand your frustration, open communication lines with Mazda and I think you'll be pleasantly surprised. I sure was. So much so that I will be trading my 2017 in for a 2020 when they arrive.
That's good. I had to go to war with Nissan NA over rotors warping every 500mi. Have fun with Nissan, OP...
4) It is easy to convince oneself that with the 2017+ Mazda is on par with a luxury brand. With a luxury brand comes certain expectations like a certain level of noise, vibration, and harshness. However, Mazda is not quiet there yet. They are refining their vehicles, but we bought in at the first year of the redesign. There were still a few gremlins to work out when it comes to NVH but I feel it comes with the territory of being an early adopter.
My neighbor's AMG43 GLC has more rattles and creaks than my CX5 GT-R. Legit less refined.
5) Last tip: Perhaps you would enjoy your CX 5 more if you drowned out the noise via your favorite music or books? I hear Apple Carplay or Android Auto really make a difference with the infotainment.
I did this once in an older car that drank oil, at my father and mechanic's recommendation. Didn't hear the racket until I spun a rod/main bearing. I reminded t hem of their advice with the stereo, lol.
Don't give up yet - you have options to help enjoy your CX 5. If not, hey you can always trade it in toward a vehicle you prefer more. From what I gather they are holding their value pretty well.