2021 CX-5 GTR - After 1 week/500 miles

"Forward collision detection - When you are behind someone, and they go to turn, lets say right into a parking lot and slow down, even though I know I have control and not going to clip them and already hitting the brakes, the system flashes BRAKE on the hud and beeps...somewhat annoying"

This feature (SBS/SCBS) can be adjusted for sensitivity and volume, as well as disabled entirely (although I *think* it also reactivates next time the vehicle is started). However, if you turn down the sensitivity and volume it will be far less obtrusive.
I agree, I find the HUD a very nice feature. However, I wear polarized Raybans and have absolutely zero issues with brightness and visibility of the HUD. In fact, I have mine turned almost all the way down on the brightness scale, otherwise it's too distracting. Perhaps the OP hasn't realized there is auto dimming and manual brightness controls and his is set at the minimum....?
Interesting. I have Maui Jim polarizing and have to have the HUD set on its highest position to see it during the day. Switching to my non-polarized glasses on cloudy days or at night makes the same settings very bright.