Thanks everyone for your replies. For some reason I didn't notice updates to this thread until today. The HUD is great, and the car is great, but honestly Mazda sucks when it comes to listing what features are included with your own car. The user manual includes EVERYTHING even features not available in this country.
I ended up buying the US Premium CX-30 a couple months ago and the dealer told me about the nifty Traffic Sign Recognition (TSR) feature before I bought it. It doesn't work at all though and the dealer is as confused about it as I am. We've tried everything and even replaced the navigation card. Mazda Support describes menu configurations that just aren't available in my car. They have an open ticket with Mazda to investigate but they would need to keep the car overnight for several days, so I'm postponing that for a while since it's not an urgent problem.
If you use the in-car navigation, street names and directions do appear in the HUD. It's a great feature so the few times I've needed navigation I use the in-car one instead of the one from my phone via Android Auto. I believe it only works when navigation is actively being used for directions though... not when just showing the map.
From my experiences so far, data that definitely does display on the HUD in the US (with nav card) include
- current speed
- speed limit
- cruise control info
- blind spot monitoring
- navigation info
there may be others that I haven't seen yet.