Embarrassing or what?!!!
Dealer said they'd swap the SD card reader for another one to see if that cured the problem. It's still puzzling everyone as no-one at Mazda knows anything about a speaker in the reader or in that location, which is where the sound
appears to be coming from. Several people have said that that's what they heard. Long story short, it's nothing to do with the car, it's the Blackvue dashcam. I'd googled the message plus Mazda and got nothing. Googling the message plus Blackvue get lots of hits - it happens when the microSD needs a re-format, which is recommended quite frequently as it records on a rolling loop so this effectively defragments it as well. The dashcam is mounted under the top mirror, the screen must be deflecting the sound down off the windscreen, making it sound as it's lower down
The only saving grace is that they've still got the wi-fi hotspot and BSM issues to look at...
Alan