from my experience with a buddies direct injection mazdaspeed 3, e85 and direct injection really don't mix. He had problems with his hpfp and spill valve gunking up. We had to take it apart about oh every 300 miles or so. It had this blank gunk/gel like substance on the fuel parts. I have also heard the the evo guys running into this same issue. Sure he made more power but at what cost? Reliability seemed to go way down. Here is some links from the mazda forums about e85 and direct injection.
How is mexico tom?