2026 Gen 3 CX-5 owner here.
Forgive me if this idea has already been covered...
I have seen here how on Gen 2s you can set the info screen to show when CD is engaging and disengaging. I haven't dug too deep into it, but I so far have not been able to bring that up to view on the new 12.9" screen of the Gen 3. I can say however, that I can detect when the engine has switched into CD mode due to the bogging and I can detect when it disengages as I push slightly harder into the gas pedal but to me it doesn't feel a whole lot different than when the trans makes a gear shift.
What I have noticed though is this. I live in the foothills. You're either going uphill or you're going downhill. There is no flatland, period. In the areas where the grade is consistent, I have learned to use the manual shifter to keep it in a gear that makes sense for going uphill in a specific speed range vs allowing the trans to upshift in an effort to increase fuel economy under light throttle. And, it feels to me that having it in manual mode will not allow the engine to go into CD mode. There is not mild jerk or bogging or any different sensation when I am manual shift mode. It simply feels like I am driving a stick shift trans. The idea is to keep the RPMs in a range that isn't pushing the engine too hard or too little or that is blatantly hurting the fuel economy. I aim for somewhere around 1700-2100 RPMS in manual mode. That requires careful observation through listening to the engine sing and it likely does hurt the fuel economy to some degree, but if it does keep the engine out of CD mode, then I think the trade off is worth it in the long run.
I enjoy driving manual transmissions in the vehicles where it is appropriate, so driving my Gen 3 like this in an appropriate situation isn't really a chore. YMMV