To answer your question, I've been using the Fram Ultra for the last 1-1/2 years on my 2014 and no functional problems and I think it's a good filter I'll keep using. I will mention that my practice for years has been to give an additional 1/4- 1/3 turn after the recommended tightening (usually 1 full turn after gasket contact). I found out real quickly that with this filter it's a bugger to remove, so no more tightening than instructed meaning hand tight. The non-skid grip coating is a big help here but it also changes the 'diameter' and makes for a less than tight fit for a 67 mm cup wrench and too tight a fit for a 65 mm cup wrench.
Referring back to the tight filter experience, the 67 mm cup removed some coating and slipped without loosening the filter. I had to carefully hammer on the 65 mm cup wrench (luckily had on hand) to loosen the filter and it was on tight. Afterward I also had to hammer off the cup from the old filter. Also, the 65mm cup wrench that saved my bacon was a good quality, heavier gauge Lisle brand. The one that slipped was a cheaper Walmart light gauge dual size 65/67 cup wrench. Additionally, because it is dual size, each size only has half of the 'depth' to grip the end of the filter thus enabling it to slip off the end of a really tight filter. I mention this even if you choose to use a Mazda or other brand filter as you'll still want a cup wrench to use with an extension and ratchet /breaker bar because with oil filters, installing by hand doesn't always mean removing by hand.
Now, I had the dealer do all of the oil changes until out of powertrain warranty to minimize any finger pointing if any engine problems occurred. The prices were more reasonable then also.
Really, after reading about the engine problems on this board that Mazda has/had with CD, I'd really think about letting the dealer do the oil changes at least for a while until you decide which way to go. I think it could only make your case, should one occur, look more favorable in the eyes of Mazda concerning any manufacturer help they would render.