Hi there,
While the Mazdas are a good old bus, there is a problem with the cylinder head and gasket where the head cracks and the water just super steams under pressure and evaporates almost unoticed from the rear exaust pipe. We tried it with my son's and having replaced the thermostat, radiator and one hose, took the head off and there it was across 3 cylinders. Because there was no white smoke, I refused to believe there was anything wrong with the head.
Get a garage to analyse the water in the cooling system, it's a static test and cheap (if not free). That will tell you whether the hydrocarbons from the exhaust gases are mixing with your water, in which case head is cracked.
Failing that, you could have a leaky hose under pressure, so you only get a leak when the system is pressurised. When do you lose the water - all the time? When it gets hot? Can you see escaped water in the engine bay under the bonnet? By all means come back to me if you can narrow it down.
Regards
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