If the selector lever will not move from P using the proper shift procedure, continue to hold down the brake pedal.

Take the vehicle to an Authorized Mazda Dealer to have the system checked.
Shift-Lock System
Manual Shift ModeSupplemental Restraint System (SRS) Precautions
The front and side supplemental restraint systems (SRS) include different
types of air bags.
Please verify which kinds of air bags are equipped on your vehicle by locating
the
“SRS AIRBAG” location indicators. These indicators are visible in the area where
the air
bags are installed.
...
Warm Up Three Way Catalytic Converter (Wu Twc) Inspection [Mzr 2.0, Mzr 2.5]
CAUTION:
Perform the following procedures, DTC P0421:00 is indicated only.
1. Connect the M-MDS to the DLC-2.
2. Start the engine and warm it up to normal operating temperature.
3. Turn off the engine.
4. Verify that the engine compression is within the specification..
...
Rear Stabilizer Control Link Inspection
1. Remove the rear stabilizer control link from the vehicle..
2. Inspect for bending or damage. If there is any malfunction, replace the rear
stabilizer control link.
3. Rotate the ball joint stud 10 times and shake it side to side 10
times.
4. Measure the ball joint rotational torque usin ...