Your 2021 Mazda CX-30 has the brake and tail light functions separated out and the Curt T-Connector # C86CR is designed to combine those circuits since trailers typically combine the turn and brake lights - the running lights should be on their own circuit.
From what you're describing it sounds like you need to replace the Curt wiring kit but I would check the wires going into and out of the black box first. Here is what you'll look for with the wires going into the box vs the wires coming... view full answer...
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