Is there a way to jump the fan so can determine if it is working or not? I know there are three relays labeled coolant fan, does one of these control the power to the fan? I have never seen it come on.
Turn on the A/C to MAX Full. That should force both fans to run. That would bypass any and all relays and supply 12 volt power directly to the fans.
You could also look at the Mazda Millenia Workshop Manual (downloadable at various sites), and it will show you what pins on the fan pigtail connector to jump with + and - battery voltage to jump the fans.
But first just turn the A/C on MAX, that should at least rule out if the fan motor itself is dead or not.
also you can jumper the TEN and GND signals in the diagnostics port. when you open the throttle to any value (throttle position switch = closed or open, forgot if it's active high or low) both fans should spin.