I have the same noise and its so annoying. It only appears when cruising through a parking lot, backing up and putting on the brake or below 10 mph. I took it to mazda 3 times and they couldnt dup the issue. F'n retarded.
From your pictures it looks to be your U-joint. If dirt got in the boot then it can cause damage. They aren't that expensive but get it fixed or you could have a disaster if it breaks.
Before i sold my Ms6, i did had that problem. It came from the driver inner tie rod. I took it to Mazda and it was under the TSB. They lubed the inner tie rod and it fixed the clunking noise.