The connector that you circled in RED at the top is supposed to be for an external CD disc changer that I believe mounts in the trunk. Some iPod adapters use that connector, so don't worry about that.
The back of the LCD that you labeled A and B... is supposed to be like that. It is not missing a connector, there is only supposed to be one connector on the back.
The LCD unit you have appears to have the 16 pin connector which I believe is the 2003-2005 model like mine. The 2006-2008 models I believe have a 12 pin connector.
The connector you circled in green... is connected to the LCD display. There is supposed to be a short cable with a long and flat rectangular end that plugs in to the circuit board, and then the other end is a short and stubby rectangular white male connector plug that your LCD display connector plugs into. It would mate up with the end of the LCD display cable that you have above.
Referring to the image above that you made the circle in red... there is supposed to be a bracket in the top left hand part of the image that this male plug clips onto just like that connector in the top right hand side of the image that sticks out diagonally. That piece of metal sticking out in the top left of the image is the bracket where that male connector clips onto. You can see that piece of metal bracket more clearly in the image where you have labeled "A" and "B"
Note that it also appears that you have a mismatch, I think you have a 2003-2005 type LCD display and a 2006-2008 type audio unit.
You are definitely missing a cable there, but I can't say for sure if you would need a different LCD display unit as well. Take it to the Mazda dealer and see if they can order the cable. You might need the 2003 type pigtail which has the 16 pin plug. But I can't say for sure if the 2003 pigtail will plug into the 2006 circuit board. At worst you would have to buy the 2006 pigtail and a 2006 LCD unit.
See here for a picture of the 2006-2008 LCD display unit with 12 pin connector:
Ebay 2006-2008 LCD
See here for the back of a 2003-2005 radio unit to get an idea where that "missing" connector is:
2003-2005 back of radio