You might find these threads helpful,..
https://mazdas247.com/forum/t/2003-protege-5-automatic-transmission-question.123817616/#post-6437594
https://mazdas247.com/forum/t/protege5-a-t-shift-problem.123873437/#post-6702569
https://mazdas247.com/forum/t/new-to-p5-auto-tranny.123871140/
I...
It's a non-interference engine.
Just run it until the belt snaps.
Get AAA,.. or CAA in my case.
You can replace the Timing-Belt several times with no damage.
You are aware of the "Canadian" EGR with the coolant lines right ??
It's not listed for the P5 at Rockauto, but it is for the 2.0L Protégé.
PS,.. It has nothing to do with Canadian emissions. Is has more to do with our generally colder climate.
Exhaust gases condense on a cold EGR, gumming...
Look into your fuel pressure regulator solenoid valve and its connected components.
https://mazdas247.com/forum/t/lankykiwis-rally-flavored-sp20.123861787/page-18#post-6770417
It's probably just your solenoid valve.
The ECU only monitors the valve and it's circuit. The ECU doesn't know if the regulator is working.
I had the same code and a new solenoid valve fixed it.
It's the same solenoid as the VICS and VTCS that we've all had to replace...