I have a2017 Mazda CX 5 touring with a factory remote starter. The starter works fine in summer, but I primarily use it in the winter months in Maine where it gets pretty cold. Issue details are below:

I press the fob twice from the house, the head lights do the double flash and I can hear the engine start to turn over and then it just suddenly stops.
I've went outside to check on the car at this point a can verify the fans are on (I leave them on for the heat to warm the car) but the engine is off.
Normally I am still inside and can see the head lights are illuminated. After about 5 mins the headlights will turn off, and if I remote start the car again, it works.

I've done this sequence of events so many times that I can reliably reproduce. I've given the car to a Mazda dealer and they were unable to reproduce however I doubt they followed these exact steps.

Any ideas on what might be the issue here?

 

According to remote start instructions you are supposed to press the FOB three times (3x).
Which is essentially what you are doing when you press it the 3rd and it starts.

 

I do press the fob 3x to start. If I said otherwise that was my error.

so I’m total, there are 6 clicks being done.