Hi
I have a 2014 model automatic and over the past 30k miles have learned pretty much how the regen works. I can confirm the istop doesn't work during an active regen so is a good indicator in the absence of a dashboard light (shame on you Mazda), I can also tell an active regen is happening when I hear the exhaust note 'burble' when slowing to a stop. When a regen is on, to avoid fuel dumping into the sump I try to keep revs at 3k (yes I know not always possible!) as in my experience lower revs don't ensure proper regen temperature. I do over 20k miles per year, about 80% on country roads and motorways with the remainder around town and the regen seems to kick in about every 200-300 miles, once or twice a tankful. The type of diesel seems to make little difference, and I aim to get around 39-41mpg on a clean DPF, although if cruising above 75 mph on the motorway it will drop off into the low-mid 30s. Another way to tell when a regen is happening is to reset the average mpg indicator every two tankfuls, and when you see it drop significantly (by 1-2 mpg) for no obvious reason (like going up a steep hill) then you know diesel is being siphoned off for a regen. By managing the regens this way I am achieving full service intervals between oil changes. My Mazda dealer still wont acknowledge the problem - they say the oil pressure warning light is a 'service interval indicator' 
. By the way, I also tried a DPF cleaner additive and it worked well, with average mpg going up to about 43, but it only lasted through the subsequent non-dosed tankful before it went back to normal. At £15 per dose therefore its not worth it in my opinion.
Whilst the CX5 is a great car in all other respects, its a shame I have to 'manage' the engine. My next car will be electric ....
I'm not aware of any car manufacturer who fits a warning light to show that a regen is happening. My 2018 model CX5 averages 45mpg when monitoring via Fuelly.com and the regens are approx every 500 miles although there's no burbling sound and I can only tell when there's a sudden dip in mpg. The regen only seems to last about 5 minutes. So far at 5,000 miles the oil level on the dipstick hasn't budged from new. Incidentally, I can comfortably get to 400 miles on a tank before the low fuel warning light comes on. Looks like some improvements have been made since the 2014 model.
My previously owned 64 plate 175ps AWD auto initially did regens about every 250 miles. However, not too long after I bought it, it threw an oil pressure low light, was taken to Mazda for an oil & filter change and "an update". It then did regens every 180-200 miles. It did the 'burble' on the over-run as described by oldsteel above, and I tried to keep the revs above 2k while it finished its regen. They lasted about 6-7 miles on a motorway. It returned approx 40mpg, slightly better in summer (also as per oldsteel's experience) - all calculated by litres used per miles travelled. IIRC the computer always read about 10% high. It ran approx 400 miles before the low fuel light came on, and took about 45 litres to fill. I also achieved a full year (11.5k miles) between oil changes, and the oil level didn't rise.
My current 17 plate 150ps 2WD auto also does a regen every 180-200 miles. It also does the burble, and I also keep the revs up while it does its thing. They last the same 6-7 miles as the previous car. This one returns about 45mpg, although the computer drastically over-reads. If driven with a light foot for a whole tank the read-out can be as much as 57mpg, even tho it's only doing 45-47mpg. It covers about 450 miles per tank of 45 litres before the low fuel light. I've only had it 8 months (and covered about 7k miles) but so far the oil level hasn't risen, and I expect/hope to make it to it's scheduled service in 2 months without issue.
Jonno21 - I'm not familiar with Fuelly, but your miles covered per tank seem to exactly coincide with mine on my 64 plate. How many litres are you adding to fill it? I believe the tank sizes are the same 56 or 58 litres across the board.
