That looks like a dead serious bolt.
Email it to Mazda and if they can recognise it, you have something to work with.
Otherwise you can check various bits here and there but it does not look like a suspension or brakes, or something similarly exposed part of the car, because it is not rusty.
That bit on the left side that has the 2 round marks, indicates that it is something that rotates and has friction on these 2 marks.
Hopefully it is not some part of the drivetrain but if it may be, then the car may not drive.
Anyway, if you like DIY, you need to get under the car. If you cannot check it for yourself, you can take it to a garage.