Engine rumbling when trying to accelerate

I bought my Mazda CX-5 2016 about a year ago, it had roughly about 119,000 miles. When I first bought the car, everytime I hit the gas my whole car would jump, and it was a very painful feeling in the car. (not literally, but you know what I mean, not a good sound) Anyways, I brought it to two transmission places, and both said they couldnt find anything. Finally I went to the third, he said I had no transmission fluid. He filled it, and it ran flawlessly.

Fast forward to now, I am currently in college so I am driving to and from school every now and then. I notice though, when I step on the gas to accelerate, the engine seems to rumble, or "fart" as I usually say. It does not accelerate much initially, but if I take my foot off the gas, pump it a little it goes. I had an issue like this is my 2008 volvo s40, but this is not as bad as that. This does not happen every time though, sometimes it goes into gear perfectly, other times she needs a little extra pushing.

I am always up to date with oil, and fluids, but I just am wondering why this would happen. My car is at the shop right now for oil, and I asked them to check and see if I needed anything else, they said I had a transfer case leakage, but told me to not worry about it right now, they just wanted to "let me know". I called back and asked if they could fix this. Do you think these two are linked together?
 
A throttle body cleaning, can of injector cleaner in the gas tank and maybe a transmission reset after those. Has there been a change in gasoline quality (budget gas stations). Maybe gas up with 89 octane if running 87. All relatively simple things. Have the spark plugs ever been changed?

They're due at 75,000 miles. My 2014 had no problems but changing them at 71,000 (convenience after replacing valve cover gasket) made an improvement. It ran smoother and "pulled out " stronger, better throttle response which it sounds like yours is lacking. Also remember that in the interest of fuel economy that the transmission is programmed to upshift quickly and you have to give the gas pedal a quick jab for it to downshift. I mean, mine is in 5th gear at 30 mph. You don't exactly get blazing acceleration in 5th gear.

Is the engine air filter reasonably clean? Not related to your problem but what is the condition of the serpentine and water pump belts.
Don't assume the previous owner did recommended maintenance. Has the coolant been changed. The first change is at 10 years (too long interval and may contribute to heater core leaks) then every 5 years after that.
Your transmission adventure is interesting. I hope the mechanic put the correct transmission fluid in (MAZDA FZ).

Not trying to freak you out, but bringing up things that may need addressed to prevent bigger, more expensive problems down the line.
 
Is this from a stop or trying to accelerate while moving? Because it sounds like the engine is lugging instead of downshifting because not enough throttle is being used.

When I first bought the car, everytime I hit the gas my whole car would jump, and it was a very painful feeling in the car. (not literally, but you know what I mean, not a good sound) Anyways, I brought it to two transmission places, and both said they couldnt find anything. Finally I went to the third, he said I had no transmission fluid. He filled it, and it ran flawlessly.

But this absolutely blows me away, for two reasons. First, no transmission fluid? Really? Your transmission should have grenaded itself. Second, two shops could not figure out what was wrong even though there was no fluid? Did they not ever think to check it? That level of incompetence astounds me.
 
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