First, just an FIY that. that plastic housing actually contains a computer-controlled coolant control valve. It's a 4-way valve, electronically operated, and is used in place of the simple mechanical thermostat that we're all familiar with. With the exception of the removable ECT sensor, the entire unit gets replaced, and they're currently running around $450. They're also in VERY short supply on the retail market.
Now having said all of that, there actually is a mechanical thermostat contained inside of the housing, which is supposed to function as a 'failsafe', that opens only on an overheat condition (i.e. at 105C). And it's the functionality of this mechanical thermostat which, according to Mazda, has some type of defect.
Although I've examined the original control valve, I haven't seen the new replacement part, and don't know exactly what they did to correct the slow-heat issue which is causing the P0126 to be set. So the standard repair is to simply replace the complete coolant valve with the new part, as stated in the TSB.
Now on another forum, I've participated in a really long thread, where lots of information was exchanged about this same issue. And one of the most interesting things came from a guy in Europe who claims to have successfully modified the mechanical thermostat, and resolved the slow warmup problem. So naturally I have to add a disclaimer that I've never actually tried this myself, and cannot confirm that it actually does work as he said it did. However, this is IMO a zero risk thing to try, simply because a replacement coolant valve would also contain a new mechanical thermostat, so the fall back if this doesn't work is going to be to replace it anyway. I can say for certain that I'll try this mod myself, if this P0126 ever shows up in either of our vehicles.
So having explained what the deal with this is, if you want to give it a go, you'll need to remove the mechanical thermostat from the coolant control valve and test it to see at what temperature it's opening. The guy who did this said that his thermostat was opening at 60-70C, instead of the specified 105C. So if the thermostat on this vehicle is also opening way too soon, then it would be a candidate for the same physical mod that he did - very simple and easy BTW.
To get access to the thermostat, all you need to do is undo the 4 Torx bolts on the part of the valve that's closest to the front of the vehicle. Although I don't think much coolant will spill out with the system pressure relieved, you might want to drain a bit of coolant out of the rad, just in case. Once you have that front cap+hose detached from the coolant valve, you'll see the thermostat in the housing, as shown in the first picture below, from the one I disassembled previously. Then all you have to do is simply pull it out of the valve, and separate if from the plastic housing that you can see in the second picture below.
Once it's out and separated from the plastic housing, just give it the standard hot water test, and find out at what temperature it's opening. Post back if it's opening early, and you want to try the modification.
And also an FYI that I've tried a number of different ways to contact KIRPART, who is the manufacturer of the mechanical thermostat. They've never responded to any of my inquiries, and apparently could care less if anyone is having problems with one of their products.
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