heavy-duty optics geek mode kicking in...
Projector beam headlamps use one giant optical element to create a beam pattern from a source bulb. The material used in this element (plastic or glass - I'm not sure what the Mazda3 uses) has a natural amount of dispersion. Dispersion is a material property that quantifies the difference in index of refraction (the n in n1sin(theta1)=n2sin(theta2)) for different wavelengths of light. All headlamp sources are broad band - that is they have a wide spectrum of wavelengths that make up the nearly-white light produced by the bulb. Dispersion in the projector lens means that the lens appears to have a different prescription/power for each wavelength of light that passes through it. Much like a prism, the wavelengths separate with blue light being refracted more than red light.
Heres the reason that projector beam headlights have that blue band at the boundary:
the physical mask that forms the "sharp" beam cutoff produces diffraction effects at its edge. The blue light is diffracted farther into the shadow than the rest of the colors, so it is visible by itself. The other colors are also diffracted, but they all blend together to still seem white. If your rearview mirror catches this small band of blue, you will see the headlights behind you as blue. As the car behind you goes over bumps in the road, the blue band moves on and off of your rearview mirror (or pupil if the car is oncoming). This creates the "flickering" appearance, where the headlights appear to quickly change between white, blue, and dark.