Depends on dealership. Some will let you take the car while the part is shipped in, others will keep it. Then you're at the mercy of whoever works/ships the parts at Mazda...
well I brought it into mazda, they took it right away and was done in 20 minutes, And absolutely no coolent problems now, I drove 700 kms in 2 days and coolent is still exactly where it should be.
well, i saw a hose with green crud so i guess i can confirm about a coolant leak, my level is still very high (thanks to the dealer filling it at the last oil change, there wasnt crud back then) but i guess i should have this taken care of soon.