Does anyone know what goes in the large empty slot (3 prongs) at the top of the interior (under dash) fuse box?
Fuseboxes are designed to accomodate not only the systems and options on your specific car, but also those that other customers might order. Perhaps a security system, a fancy audio system, or some other thing that if you had it would go there. Perhaps that fusebox is even used by Mazada for more than one car model, and that other model might be using those slots.
Perusing repair manuals might give you a clue. Or perhaps the dealer parts shop can look it up for you.