When I removed it to get the parts numbers, I got a little bit worried that I got it out so easily after reading everywhere that it requires taking off the dash 
So I rang Mazda again and spoke to the parts department, they said the part is unavailable. So it seems that ringing them again has saved me £50 and a 30 mile round trip for them to tell me there’s bugger all they can do!
Good news though, it turns out that the same diagnostic module, with the same parts number, was fitted to the Ford Probe, and there’s someone on eBay, in Latvia, that has one for sale for £60! I think I’m gonna go ahead and order it, and hope for the best. Thanks for all your help Robbie, and I’ll keep you informed on how it goes!