So you are loosing almost two qts. every 2.5K miles. I would check for obvious leaks around the valve covers first and see if you are leaving oil spots where you park. This may help you figure out if you are leaking or burning oil internally. How does your exhaust look, do you notice any blue smoke?
If you've lost that much oil check the oil pressure sening unit just above the oil filter for leaks. It'll only leak when you have the engine running adn is a bit of a pain to see. Removing the air intake scoop makes it a lot easier to see. If it's leaking a new sening unit is only ~$20 at the Mazda dealer and they've been redesigned.
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