Mazda 3 Gearbox & Transmission Problems

It's obviously concerning you, so you should get it resolved. I would suspect that the dealer has driven around the block and when it hasn't happened he's declared it checked out. Dealers today aren't really equipped to investigate problems and resolve them, if it doesn't show up on their diagnostic equipment or happen all the time they're stumped. You could try an independent mechanic who specializes in Mazdas, or if you prefer to stick with your dealer sit down with him and find out what action they already taken to find the problem and then map out a plan of attack to fix it going forward.