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 ModeHeadlight Aiming
CAUTION:
If the headlight aiming is adjusted with cargo in the vehicle, it may not
adjust correctly. Adjust the headlight aiming with the vehicle under the following
conditions:
No occupants inside vehicle
Cargo other than spare tire, jack, and tools not loaded
...
Manual Transaxle Shift Mechanism Removal/Installation [G35 M R]
1. Remove the battery cover..
2. Disconnect the negative battery cable.
3. Remove the battery component. (ex: battery, battery tray and PCM component).
4. Remove the air cleaner component..
5. Remove the aerodynamic under cover NO.2..
6. Remove the tunnel member (rear)..
7. Remove the u ...
No.7 Bsm Indicator Light Does Not Flash While Under Bsm Indicator Light Flashing
Conditions (With Combination Switch Operation (Turn Signal Switch)) [Blind Spot
Monitoring (Bsm)]
7
BSM indicator light does not flash while under BSM indicator light-flashing
conditions (with combination switch operation (turn signal switch))
Description
The BSM indicator light does not flash or illuminate continuously,
...