My 2019 MAZDA CX-5 GT Reserve is the 3rd car that I've run my SCAN GUAGE II on and there IS a trick to getting it installed for that SUV. Otherwise the SCANGUAGE II will not shut off and it will run your battery dead overnight. (Don't ask!)

In settings you need to change the "SLEEP EVENT" from RPM to VOLTS. "Normal" cars shut the SC II down when it senses the engine RPMs stop (including those set for "HYBRID).
BUT... MAZDAs need it set so it senses when the VOLTAGE is shut off. Otherwise, as noted above, thedamn thing won't shut down air it will drain your battery.
Eric B.