G2, If you look at the build manual that KESS posted today. You will see that the S1 has two fuel filters. The second one at the firewall is a WebCon filter. I don't think you have the WebCon setup, Give more info on the setup you are running, someone else on this site may well have the same thing, but there may be a second filter from the FI setup that you have in that area of the car.
Is the factory fuel pump , in the trunk, going bad ?????
Also, I thought I read in the description of your car on E-Bay that the gauges may not be working correctly, I hate to ask, but is it that simple that it is running low on fuel ??
I like Mazda's idea, then you will be able to see for your self. Let us know how you make out with a fix.