Yeah i took it to the dealership and told them there was smoke coming out of the exhuast. Left there and they called me up to let me know i was getting a new turbo.
Noone ever said you couldn't run that 5w-40 as a precaution. Depends on your situation. Most people seem to do it as a reactive response to smoke, while others will do it as a preventative (hopefully) attempt to avoid smoking.
I did run 5w-40 for almost the first year I had the car, but found that it smoked anyways in my particular case, so I've been running 5w-30 since without issues.
My mods are in my sig. Running the Cobb Stage 2 map targets the boost at 18.5. Depending on temps it will hold anywhere from 16-19.6 psi. Seems to be safe. No high knock retard. AFR's look good and ltft's are perfect. I do not experience cut of any kind and never had. Even on my stock fuel pump and hitting 19.6 I do not hit fuel cut nor boost cut. I usually check my car once a month for any boost leaks to be on the safe side. Upgrading all the clamps on the boost tubes to t-bolt clamps is a must.
For Sale Got tons of extra parts for mazda protege protege5 engine 2trans