The Japanese pronunciation of Ma is to say the “a” like the u is pronounced in the word “Mutt”. So its a short a. Like “up”. (Not to be confused with the Pommy “ooop” LOL!)
So really the Aussie way we say Mazda, with a strong A sound, is really not the correct Japanese pronunciation.
I disagree on the Matsuda pronunciation/spelling suggested by some.
The Japanese language does have Z sound and it is Zu, (which is the “su” sound with an “ added. This sound is frequently spoken in Japanese shortened to zz. This is the Japanese hiragana symbol for zu: ず
So the Japanese simply simply say Mazda or with a slight addition of the u as Mazuda. Phonetically, in Japanese, that is actually the correct pronunciation.