OK, I'm going to answer half my own question. Through some diligent research on this and the other Mazda forum, I discovered that the way to get to the front turn signal bulb is through the wheel well. I first turned the tire out of the way, natch, and then removed four of those plastic gizmos from the side and three metal screws from the bottom of the wheel well liner. I was then able to reach in and feel the bulb socket, which I turned counterclockwise and removed, changed the bulb, and **** if that didn't fix the turn signal problem. Turns out the bulb has two filaments, so one can go and still flashes, but at lower intensity and then more rapidly.
The second problem with the alarm is still a mystery. I am guessing that there exists a hidden fuse somewhere for the alarm system which only the dealers know about. This is top secret because we don't want the thieves to know about this then they could easily disable the alarm. But in my case, I want to enable it. Anybody who works at Mazda and wants to give me a clue as to where it is, please do. You will be anonymous here.
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