2009 Mazda 5 heat

With the engine at full operating temp, locate the 2 heater hoses where they go into the firewall and feel them to see if they are both hot to the touch. If they are both hot, the heat in that vehicle is controlled by a blend door that regulates heated air flow. it is operated by an electric motor/actuator. The problem can be that the actuator is stripped or inoperative or the door itself could be damaged. This is what needs to be determined by examining the actuator and see if it is responding to heat change commands or not.

Ok so neither hose gets hot at all.

OK, now check both radiator hoses and see if they are hot. If they are, then you have no circulation in the heater core which could be a water control valve if it has one and if not, a plugged up heater core. Someone may have put sealer in the system at one time and plugged it up.