Did Mazda tell you how this part is called and is the part number?
If you google for connector plug for fuse box, you will not get anything like this.
So I am not sure what the name is but you may have it from Mazda together with the part number.
Once you have this information, it will be easy to find what you are looking for.
There will be shops online selling this kind of stuff.
The autoelectrician should have no problem sourcing it as well.
But before you replace anything, make sure that everything else works as it should.
Once you are sure that you are running fine, then just replace this part.
If you go through old posts, you will find out an independent Mazda specialist, called as cars:
http://as-cars.co.uk/If you cannot find this part cheaply online, you need to find somebody who could source it possibly from a scrap car.
Because the 2.5lt cars still hold strong values, you will be able to find the part one way or another.