It has taken me a year to track down the problem. Initially the hold button flash would disappear if I turned the engine off and started again. I could drive off; but the problem was so intermittent that mechanics couldn't find a fault. It wasn't the ECU as we trialled a replacement and it made no difference.
In the end, it was diagnosed as the transmission and is currently being reconditioned. The Transmission Mechanic strongly recommended that, as part of the rebuild, we include an external bypass cooler ($AUD400) because keeping the transmission cooler is very important. The mechanic recommends the by-pass cooler for new cars as a priority
I'll let you know how it goes, but after reading the other comments, I think I'll be getting rid of the Mazda. I don't know why people replace a transmission four times and not ditch it altogether.