2016~2023 CX-9 AWD - rear clunking noise

That make sense.

So I'm guessing it's non serviceable item and once it's done, it's done.

Were you really "playful" with all these snow?

Sorry, missed this. Nah not really, I hadn't even tried to do a donut or do any kind of snow drifting until a couple of days ago. But even if I had, the car should have been able to take that kind of occasional abuse.

Look at the AWD Coupling Unit. It is an electrically activated clutch assembly in front of the rear diff.

This coupling unit distributes power variably between the front and rear wheels.

Thanks for this!
Quick summary of this whole thing.

I hit a pothole just before winter. It put two dents in my summer wheels and caused a mild vibration at 60 km/h+. I filed a claim with my insurance provider and they agreed to R&R the two wheels and perform an alignment to hopefully resolve the vibrations.

Initially there was no clunking, but after filing the claim and getting an alignment done, the clunking started. The vibrations turned out to be caused by worn wheel bearings, which are a wear item and thus not covered by insurance. Insurance did cover the alignment and the work needed on the damaged wheels, and I paid out of pocket to R&R the other two so they would all match. The clunking seemed to only present itself when the AWD would engage, until one day the clunking just stopped.

I had the shop that did the alignment take a second look, and they couldn't see anything loose or broken that would cause the clunking. A few days later, we had some snow, and I noticed that the AWD did not appear to be working. No warning lights or codes were on the car to indicate that there was a problem with the AWD, but the rear wheels just didn't want to spin under their own power.

I spoke with my insurance provider again, to advise them of the clunking that came and went and the loss of AWD. I thought that something may have been damaged by the pothole that was missed in the initial estimate. They asked me to take it back to the shop for further diagnosis. The shop happens to be a Honda dealership owned collision and repair that I used previously. They were not able to diagnose the issue, so my provider closed the book on my case.

As it stands, my next steps are to take it to a Mazda dealership for a diagnosis and repair (on my dime), or just leave it as is and see what happens in the winter to see if the AWD truly is not working. At this point I'm leaning towards just waiting it out. If the AWD is out, I can live with it for now. I can adapt my driving to the car's limitations and the road conditions. Then I'll revisit getting a proper diagnosis and getting the car repaired by Mazda. This may be a good excuse to get into a new vehicle in the next year or two. ;)
Front wheel bearings were replaced today, no more vibrations. Still unsure what to do about the perceived loss of AWD. I was in a separate recent collision so the car needs to go under the knife again. When it does, I'll see if the dealership can attempt a diagnosis while it's in the shop.