Unfortunately the Mazda 6 is a poor excuse for a diesel engine, especially if it has a DPF. Make sure you keep a close eye on the oil level & get it changed if it rises much.
Your symptoms could be associated with an EGR sticking open as well as a lot of other things. Did the garage clean it properly & check its function after, or did they just throw some snake oil at it.
I think you will need to find someone who knows this engine well & get them to check the live data after driving it.
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