Hi Dave,
Mazda 6 OEM disks all seem to have a warping issue which leads to vibration under braking. I replaced mine with OEM style Brembos and I haven't had an issue since. Changing the pads is a good idea as well if you're changing the disks.
Concerning the broken wheel stud, although disconcerting, I don't think it would have anything to do with the wobble if the other lug nuts were properly tightened.
Hope this helps!
Cheers