As far as the headlight function, I only see 4 wires in the Mazda diagram. 3 wires are for the headlight switch circuit and are the normal high low dimmer function, and the other wire is a hot wire for flash to pass, so you can do that function whether the headlight switch is off or on.
The Ford has the same 4 wires. That switch arm on the Mazda must have another function that we do not know about. Do you have a owners manual? Possibly you push it in toward the column and it does something? Can you play with both switches and see if the Mazda has an extra "click' in a direction that the Ford doesn't have?
I know my old 84 BII did not have a horn button pad on the steering wheel. I thought it was broke, for inspection I added a switch on the dash to blow the horn. Later on I figured out Ford put the horn on the multi-function switch, there was a picture of a bugle horn on the lever. You pushed the lever in and it blew the horn. Crappy design. I now have a 1986 ranger steering column in it with the horn in the middle of the steering wheel. Much better.
