I'm replacing my shocks, noticed these two pieces rubbing against each other, is this normal? The pic with the one connected is from the other side.

 

It's likely cause is due to bushings being shot.

 

yep that will do it
hope you didn't replace good shocks because bushes are giving you symptoms

 

Also, I think you should check your mounts for the sway bar. They are notorious for getting bent.

 

Im replacing with low mileage oems, nothing drastic. But i will check the sway bar mounts, talks for the info.

 

That's because of your swaybar mounts are bent.

 

Looks like the mounts are bent, anybody know where to source a cheap set?

 

Nothing cheap about owning a FD, if you buy OEM you will be in same spot in no time. I replaced mine with a set from AWR.

 

Mazdatrix offers OEM replacement or (not cheap) chromoly replacements. ---> 93-95 Tower Braces and Suspension Parts
If you don't track or autocross the latter are probably overkill. I've managed to get by with a RB reinforcement bar (also shown on that page in the link, along with new OEM endlinks) and the OEM sway bar mounts, but I don't use 'R' compounds..yet. When I do, even the reinforcement bar may not be enough.