Pretty sure I ordered all mine from Jim Ellis Mazda - Mazdaswag and OnlineMazdaParts also have them in stock. For my 03 P5 I didn't need the heater case half, the opening was already molded in. Just had to open it up with an Xacto knife. Parts needed were the filter, filter plug/seal, the re-purposed license plate bracket, a metric bolt/screw to fit the bracket and a couple of self-tapping screws to secure it to the case. Not sure when the case was changed to the compatible version - take a look under the glove box and see what you have.
TC86-61-J31 Seal, cooling unit
J001-50-171 license plate holder bracket
GE6T-61-J6X normal cabin filter OR CB12-61-J6X aldehyde filter