For 2016 black leather interior, red stitching is on two outside lines of stitches of side bolster on seating surface and seatback of the front seats. For rear seats, red stitching is on two lines of stitches on seating surface and seatback. Everywhere else is black stitching, including headrests.
This is the worldwide standard for 2016 Mazda CX-5 as I saw exactly the same stitching on 2016 CX-5 GT in Taipei when I was getting non-US spec rear-seat headrests.
Any more red stitching on black leather seat is 2015 MY CX-5 or prior.