Whilst waiting for a reply to my original post, I have continued to investigate the double locking system. I originally found that Walk Away Auto Locking was available whilst scrolling through Settings on the Mazda Connect screen. I still cannot find any reference to it in the Owner’s Reference Guide (ORG).
I now think I have found the answer and I post the details below in case anyone else has the same problem.
The ORG refers to the "security indicator light" (outline of a car and a lock in red on a black background) on the instrument cluster/dash panel on the following pages:
Page 3-6 (3-5 and 3-6 cover the Double Locking System) states "The indicator light illuminates for about 3 seconds to indicate that the (double locking) system has been activated" (activation being made by one of the three methods - using the auxiliary key in the door lock; pressing the lock button on the transmitter twice within 3 seconds; or, with the advanced keyless function, pressing the request switch on the door handle twice within 3 seconds).
Page 3-13 details how to arm the Theft Deterrent System: “(With the advanced keyless function) press a request switch (on the door handle). The security indicator light in the instrument cluster flashes twice per second for 20 seconds. After 20 seconds the system is fully armed”.
So, if using the Walk Away Auto Lock function, how could I check whether the car has been double locked? The method I used was to place the keys in a plastic bag, stand by the door after getting out of the car so I could see the dash through the driver’s door window and simply throw the keys on to the lawn (hence the plastic bag) far enough away from the car to imitate walking away.
In my case, the indicator light did flash for 20 seconds, thus proving the Theft Deterrent System was fully armed.
I’m sure the same result would be obtained if simply giving the keys to a third party and getting them to walk away from the car or placing the keys in a Faraday pouch.
I hope this explanation is helpful to anyone who may be interested.