No Reverse
WARNING: This page is about a different car, the 2002 Mazda 626 and 2001 Mazda 626. However, it is still accessible from the selected car via links, so may be relevant.
Check external and internal shift linkage, low line pressure, valve body (stuck valve), oil pump internal leak (No. 6 and 7 sealing rings), reverse clutch assembly, low/reverse clutch assembly, forward/coast/direct clutch cylinder, case (oil passages cross leakage or porosity) and reverse/overdrive gear set.