There should be 2 hollow dowels in the head. The holes in the head for the dowels are drilled deeper that the length of the dowel, so unfortunately, some machine shops will tap the dowel all the way into the head and they're a bitch to get out then.....I've seen this way too many times.
If I were you, I'd check with your local Mazda dealer and see if they have them....they probably do. I would definitely have both of them in there also......the aluminum head expands faster than the iron block when heating up, or cooling down, so I'd say you need them both if you want to get the longest life out of your new head gasket.
Here you can see the one in the rear of the block.......the front hole on the same side should have one also....mine was in the head when I took this pic.
Same motor as I am building it, and as you can see here, they are both in place before I set the head on it.