Both of the filters looked very clean, even under the microscope.
I agree that it looks like the Mazda filter might have better flow as not only the element has more area but the media is much more 'open' .
Here's a recent thread about the Engine control sensor. Since your dash reads an ok temperature maybe in your case you have an issue with the actual switch or circuit that controls the fan, which is shorted or in the closed postion...
The water pump pushed the hot water out of the engine into the radiator. Sometimes it's a good idea to run the engine to circulate the coolant until it's cooled down a bit.
The times I have checked the computer MPG it was lower than the actual calculated, but I've only done the calculations a few times. I think it was 2-3mpg difference.
Mazda changed the design of the roof rails in 2017.
I have seen a number of setups with crossbars that attach directly to the 6mm mounting holes under the plastic drain rail strip.
Crossbars are available... rails..
I saw this here recently that attaches directly to the roof with curved rails...
I'm pretty sure the type, brand, and formulation are all important things to consider over the basic grade to use, either 0w20 or 5w30, which are pretty close.
You might try a thread chaser. It's a threaded item with a chunk cut out of one side of it that cleans the threads as you screw it in. Also look down in the holes with a good flashlight maybe you can see what's wrong.