Thanks for all the suggestions. I will look into the Autel and A model sensors. its interesting that you can use the older model sensors and they do not need to be programmed, but if it works that is awesome.
Edit: I just noticed Tirerack recommends BBM2-37-140B. I'll probably end up going with those or the A model and picking them up off ebay as they are way cheaper.
Keep in mind that my example was based on my experience with my CX-9. I do not own a CX-5. I was simply suggesting that you find out what the part number is for one of your OEM TPMS sensors, then use that number to see if you can find a viable alternative.
Also,
mazdaswag shows that the BHA4-37-140A sensor is compatible with the CX-3, CX-5, CX-9, MX-5, and Mazda6.
The BBM2-37-140B sensor appears to have been superseded by the BHA4-37-140A sensor. If you choose to buy the BBM2-37-140A/B sensors, they should still work, but you need to check the ad/item description to see if they are refurbished/used/old inventory. Until someone can confirm that the BBM2-37-140B/A sensor works on the 2019 CX-5, it's probably safer to go for the BHA4 sensors or the Autel sensors.
It's possible that Tirerack is recommending B sensors to clear out old stock.