Just replaced my thermostat on 2004 Impala. Temperature guage goes from cold to hot then goes back down. Heat seems to work when the temperature guage is lower but as soon as it goes up the heat turns cold.

I believe the mazda protege has a separate thermoswitch to activate the radiator's fan. Perhaps the fan keeps blowing until the temperature is too low. Try replacing the fan thermoswitch. Just take care to put in tis place a thermoswitch of the same temperature range.

Yes, the temperature gauge should normally stop in the middle, between the cold and hot points on the gauge. When the engine is cold the thermostat will be closed and will keep recirculating the coolant in the engine block until it warms up sufficiently. Then the temperature of the warm coolant will cause the thermostat to open the channel to the radiator to get rid of excess heat, which should stop the coolant from over heating. So the effect of the thermostat keeps the coolant at a fairly stable temperature. When the coolant runs low, it can't transfer enough heat to the radiator and the coolant and engine then over heats. Watch for radiator leaks under your car after you have been driving it. If the coolant goes low again fairly quickly you could have a leak in a hose or the radiator itself.

Sounds like a sticking/stuck thermostat.
Does your truck have cooling fans? If so, they should NOT be running when cold. If they are, you have a bad thermo sensor. If you have a temperature guage, what is it doing when you go from cold to hot to cold again?

Check the thermostat.It sounds as though it's stuck in the open position. Fuel comsumpion increases as well.

Your rad may be blocking up. Make sure the flow of antifreeze is adequate through the rad. Check for loose fins & debris in front of the rad also. Remove the rad cap when cold & allow to heat up to operating temperature. Observe the flow when the thermostat opens. Check the serpentine belt for wear & replace if needed. If the flow is inadequate, replace the rad. Good luck!

Check the coolant level when the engine is cold. If it's correct there may be a loose/dirty connection at the temperature sensor. The location differs depending on the engine.

could be a cracked block engine.what i would do is put a tarp or old sheet down park vehicle on it and wait then when you check you can look on old sheet to see where its leaking and it will give you an idea where to look for the leek if it was head gasket youd have sludgey looking whitesh foam in the oil

This sounds like the thermostat needs replacing as long as the radiator has the proper coolant level. If your vehicle has a temperature guage watch it to see if it is at normal operating temperature after the warm up period. If the temperature goes up and down or doesn't reach what is the normal temperature that is the problem. Normally a bad thermostat will stay open which causes the engine temperature to be much cooler than normal thus no heat.

Bad thermostat or bad coolant temperature sender. Thermostats are cheap and generally are easy to get to. I would replace that and it's gasket first.
If it still acts up, I would then replace the temperature sender.
Both of these parts are inexpensive and require little time to replace.
If you need step by step instructions on either or both replacements, let me know.

If changing the thermostat didn't work, have the heater control valve checked, it may not be opening all the way to let the coolant circulate thru the heater core fully.