Does not always happen..sometimes I can get COOL air on the COLD position other times it's HOT air all the time. Is the valve inside the engine bay on the passenger side ? Looks like a vacuum valve on the heater hoses.
I am not sure, but suspect the Mazda used the same heater/AC system as Explorers of that time? If so, you are describing classic heater blend door problems. The shaft to the blend door was fragile in the original versions (replacements use a different plastic) and would leave you with hot air all the time except when selecting MAX AC as that position also operated a hot water valve to shut off flow. Lots of official and less-expensive alternative fixes posted, do an archive or google search.
=Vic= Bear Gap, PA
MotorsForum website is not affiliated with any of the manufacturers or service providers discussed here. All logos and trade names are the property of their respective owners.