Context
Mazda 3, US version, model 2013, Skyactiv 2.0 engine, gasoline, hatchback, manual transmission.
I got the car from the US with 24,000 miles and 0w20 Penzoil full synthetic on it, according to maintenance tag. It now has 42,000 miles (about 18,000 miles since then) and had used Motul 5w40 full synthetic for the last 3 (at most 3.5) years because that was the closest grade available at the first oil change. It has seen about three oil (and filter) changes since then and the next is due.
Driving conditions
It's located and driven in Guatemala City (tropical climate, no snow neither high temperatures as of deserts) and driving conditions are a bit harsh. Driven mostly in traffic.
Experience
Saw 31mpg on open road with the 0w20 oil it came with, back then I didn't know how driving patterns affect fuel economy. I wasn’t aware of this so it’s likely the number would be higher (EPA says 28mpg city and 38mpg highway).
After oil changes I never saw again the 31mpg but neither I paid too much attention to when the fuel economy number went down so I can’t say for sure this happened next day after oil change. It’s currently at 23.2mpg, driven in traffic for the last few months.
Currently, I can’t go past 26mpg (highway) no matter how I drive (even going down the slight gradients in 6th gear). I counted several times how many miles a tank gives and it matches with the number given by the car board.
With the tank full it gives a calculated much higher fuel autonomy but decreases as fuel is burned to finally match the real autonomy.
What the Owner Manual says
Owner manual recommends 0w20 full synthetic in the US & Canada, 5w20 outside US (Mexico) and 5w30 if the latter is not available
https://www.mazdausa.com/siteassets/pdf/manuals-and-guides/2013/2013-mazda3-maintenance-schedule.pdf
Other thoughts
Knowledge from the local streets says thicker grade protects way better the engine but (if true) how much would the benefit be compared to losing that much fuel economy? Anyways, in my country most repair main use semi-synthetic 20w50 on whatever car they get their hands on, never paying attention to specification.
I don't think I can trust local agencies, authorized dealers or authorized service technician opinions (what we call "servicio en la agencia" or "talleres autorizados") because it's known they use several grades different from 0w20 or even the maximum allowed of 5w30, being Motul 5w40 one of them.
Motul seems unnecessarily expensive. Mobil 1 full synthetic in required grades is now available at a lower price.
Other variables I researched
Everything else seems Ok, I got it scanned about a year ago and threw no error codes, the engine air filter is good, it has new spark plugs, correct tire pressure, tire alignment, etc.
As of oil grade you should stick to specified grade ("in theory"), no matter how much mileage your car has. In my country, repair man are eager to use 20w50 when the car got 100k km (about 62k miles). Anyways, most people still believe manual transmission alone will always yield better fuel economy.
As of temperature
In my research I found people linking oil grade to ambient temperature so they are suggesting 0w is not necessary and the lowest would be 5w. As for the second number some say the higher the better because it covers a wider range of grades and a lower number (say 20 as in 0w20) would not protect the engine in higher temperatures as a higher number would.
As a potential damage
Did I harm the engine already by using a thicker oil? The specification says at most 5w30 but I've been using 5w40 for the last 3.5 years and 18,000 miles.
The change to 0w20, 5w20 or at most 5w30 would harm the engine given it's been working with a thicker oil? What can I expect from the change in grades?
As of benefits
Changing oil grade is likely to improve fuel economy or should I try something else first?
PS: Seems like different questions but all are concerns related to changing the oil grade from 5w40 to the specified.