What noise is that?
 

When I go to stop the car with 1 or 2 gear in then I hear a loud noise like gggrrrrggrrrrr every time.
If I stop without gear in, then I dont hear nothing or if I stop the car with 3 gear then the noise is very low.
I have change the Tranny the clutch and the clutch bearing and the diff with used one but still I have the same noise.
Ofcourse I dont know if the diff or tranny who I change is in good working condition but mechanic told me that the diff is good and much better from my old one.
The new tranny also is better because I dont have the common isue with 2 and 5 gear who many fd have.
Any ideas?

is it a grinding noise? does the noise only happen at certain speeds? or all the time?

The only potential noisemaker you didn't mention is the pilot bearing. Was that replaced?

Yes is like grinding noise and it happend in low speed for example if I have the 1 gear in ,and I stop the car then at 30km and down I hear that noise and it is loud noise the same with 2 gear.
In high gear it doesnt make any sound I think because in high gear the engine didnt brake the transmmition system.
dgeesaman I didnt replace the pilot bearing only the clutch realase bearing and I have replace it with new one about 130 euro from mazda
And something that I have forget ,I have use mazda diff oil 90 and for tranny greddy 75-90