So that's the passenger side coil. Just swap it out and see what happens. If it fixes it, you'll have lots of leverage for a no hassle return.
Did you happen to get it from Autozone ??? They appear to sell bad coils.
Don't forget the seafoam,... but do the coil first to you know for sure what has fixed it.
OOOPS,... That's wrong. The passenger side coil sits on top of cylinder #2 and has a wire going to #3 and the driver's side coil sits on top of #4 cylinder and has the long spark plug wire feeding cylinder #1.
That long wire has the most chance of failing due to it's length. It's another part that's hard to test. It too can test fine on the bench but fail on the car.
This guy had a bad plug wire:
http://www.mazdas247.com/forum/showthread.php?123826427-P0301-Cyl-1-Misfire-Problem