I don't have a 2022 and even just have a bare bones 2017 but I went ahead and plugged your information into AI to see what it would come up with.
Here are the results/possible causes...

Lane Departure Warning (LDW): An orange circle is often used for Lane Departure Warning systems. Could you have accidentally crossed over a lane marking without using the turn signal? This would trigger the LDW system and cause the symbol to blink briefly.

2. Blind Spot Monitoring (BSM): Some Mazda models use an orange circle with a triangle inside for the Blind Spot Monitoring system. Does the circle sometimes have a flashing triangle within it? If so, it might be indicating a vehicle in your blind spot.

3. Smart Brake Support (SBS): While usually accompanied by an exclamation point, some versions of SBS use an orange circle to warn of a potential collision. Was there a situation where you had to brake suddenly or came close to another vehicle?

4. Adaptive Cruise Control (ACC): If your Mazda 3 has Adaptive Cruise Control, a blinking orange circle can indicate the system is activated but not currently engaged with a target vehicle. Does the symbol disappear when you activate ACC?

5. System Check/Malfunction: In some cases, an orange circle can be a generic warning light indicating a system check or potential malfunction. This would typically be accompanied by other symptoms or warning lights, but it's worth checking the owner's manual for this symbol specifically.

Recommendation:

1. Review your Owner's Manual: Look for the warning light section and see if there's an orange circle symbol you recognize. The manual should explain the meaning and necessary actions for each symbol.
2. Observe the Blinking pattern: Does the symbol blink only once upon starting the car, or does it blink repeatedly under specific conditions? This can help narrow down the possibilities.
3. Check other dashboard lights: Are there any other warning lights illuminated that might provide additional context?
4. Contact Mazda Support: If you're still unsure about the symbol, it's best to contact Mazda support or an authorized Mazda dealership for proper diagnosis. They can access your car's specific information and accurately identify the meaning of the blinking orange circle.

 

Thanks for reply.
I'm still not certain what it is but I suspect it's related to the Lane departure system. But it makes no sense, if I cross any lanes without using the indicators then I get a diagonal slash type line which corresponds to the side on which I have crossed the line, accompanied by the wheel vibration etc... this makes sense and is what I'd expect of a lane departure warning.

The symbol I was talking about looks like a small orange steering wheel which seems to appear randomly even if I am centered perfectly between the lane markings.

It's definitely not realeted to the Blind spot monitoring as the symbols for that appear as expected on the heads up display (orage radar waves symbol) and on the door mirrors.
I don't think it's the adaptive cruise control as it appears even when I'm not using that system.

It doesn't appear in the user manual and it's not an orange fault indicator light on the dash, it only appears in the Heads up display.

If it is related to the LDW system I'm not sure what it's trying to tell me.
I've now also turned that system off as the narrow country lanes I travel on in the UK make it extremely annoying as you are constantly having to cross any lane marking lines to avoid potholes and standing water etc.. If you had to indicate for every manouever like that on the roads here you would be using the indicators every 2 seconds.

I've had the car for over a year now so I've just learnt to ignore it, I did ask at the garage when it was serviced but they didn't seem to know what it was from my description.
Would just be nice to know what it's trying to tell me.