Hi fellow Speed driver
I've got a Speed3 and browse some of the Mazda forums from time to time too. Have you looked into adjusting the shift cables or maybe look at replacing / modifying the shifter bushings to get rid of some of the slop?
Also, alot of people complain about their stock engine mounts being too soft and allowing too much movement (and since your shift cables are mounted to the trans up front, they move with the engine). It causes me to miss 2nd and 3rd occasionally when driving spiritedly. With a stiffer rear motor mount installed the problem is drastically reduced but at the expense of increased vibrations.
As for the turbo, if you're under warranty, I'd suggest a spirited drive to the dealership, but don't shut the car off when you get there, let it idle for 10-15 minutes till she smokes like mad, they'll know it's time for a new turbo.