Thanks UYN. I think you're telling me I need to kill the computer's memory so it will relearn the EGR. I totally didn't think of that.

I followed the steps you describe above. After idling for a while, the car sat for about an hour and then we left on a road-trip and drove almost 200 miles. Unfortunately the symptoms never went away. Once the engine is warm, there is a hesitation (stalling) between 1500 and 2000 RPM. The car never stalls (so far), but it kinds bucks. I can make it go away by increasing the RPM's. For highway driving it helps if I turn off the overdrive (the little button in the shift lever). Also, it doesn't do it when using cruise control.

So, it seems the EGR was NOT at fault. But I'm puzzled about where to look next. The symptoms are getting worse, but it is still not throwing any codes. Any ideas would be welcome.

 

It almost sounds like the transmission. Is it an automatic? Have you ever changed the fluid? Do a couple drains and re-fills. It sounds like you are stepping on gas around this rpm and it doesn't downshift properly.

My car did the same thing with no codes.

 

No, it does it when I'm just coasting at 50 or so MPH at just under 2000 rpm.

Anyway, I went back to my mechanic buddy and we put it back on the computer. We had done that before but never found anything because the problem was intermittent and there are no codes. By now the problem had become almost constant and after a few minutes on the computer it showed a misfire on #1. We changed the coil and the problems are gone. Funny, because earlier a guy at the Mazda dealer had told me that a bad coil (misfires) would throw a code. Not so!

I suspect other coils may go, but now at least I know what to look for.