I had similar issues when attempting to use USB sticks to play music in my 2017 model. The sticks had to be formatted in a particular one of FAT, exFAT or FAT32 in order to be read correctly. Sorry, I can't recall off the top of my head which one worked in the end but that was the solution. I'm sure with a quick process of elimination you will be able to find which one. Note that even after that, not all connected USB sticks might be detected on every car start-up but, when it works, it's a great way to have a lot of music available on the go via the Mazda Connect system