Mazda's standard locking wheel nut on later cars, similar to the Ford locking wheel nut are notorious for breaking.
The locking wheel nut adaptor tends to break, leaving it almost impossible to remove them..
In the picture below you can see the raised part of the locking wheel nut key has broken.
They tend to break when being used and the broken part remains in the locking wheel nut on the car.
The picture below shows the broken and raised section of two keys. You can see these detailed in the white circles below.
We will remove all four of these locking wheel nuts from £80 + VAT (new wheel locking nuts - POA
DoctorMX5 - Keeping Your Five Alive
01489 896907