No code on check engine light

Hi,

First and foremost the car;
European model 323 BJ (sedan) glx 1.5i ((ZL-DE) think Protegé lx in body and model equipment), but with a mid 90's obd1 system like the American 626's of the time, and equivalent error codes.

Now, the issue at hand:

Cold start, my CEL (check engine light) comes on when i start the engine, and disappears by itself after less than a minute.
With your guide on how to get Mazda OBDI codes, i have NOT succeeded, as the check engine light only appears with the engine running, not just with the key turned to ignition.

Not sure if it was a coincidence, but i had a very rough idle with the engine running, and OBDI pins "TEN" and "GND" connected (less than 100 rpm's on the needle, but didn't choke - engine does in the area of 600 rpm's in idle when warm, 1,500 rpm's cold.

I can provoke the check engine light to appear, by turning my steering wheel to either side - getting a little resistance is usually enough to make it appear, and removing said resistance makes the check engine light disappear again.
No success on getting a code that way either, i tried.

https://youtu.be/CmESR8lMvBk to give you a better idea of it.

Check engine light appears and disappears at a standstill when provoked, as well as slow driving around corners, and roundabouts when rpm is in the lower range (though not always, and not always a constant either).