To answer your question directly: The CD4E transaxle does NOT have a pan or a serviceable filter. You are able to remove a drain plug and drain 3.9 quarts of fluid. The fluid can then be added to bring it to the full level. The transmission would indeed need to be removed and the case halves separated to do anything. There is only a screen inside this unit, not a disposable filter.
Fluid exchange is the best method of service on this transaxle. Drain and fill, like many manufacturers suggest, only refresh some of the fluid, which is better than nothing at all, and serves to maintain a low price point for vehicle servicing - something that is desirable for a car manufacturer. They want prospective car owners to know their vehicles are "cheap" to maintain. Replacing ALL the fluid is a solid, proactive method of transmission servicing.
Great questions, great job on your research.
Finding a reliable service facility or dealership is sometimes tough to do. Consistency is everything. Relationship building is everything. Having your Full Circle inspection every time at the Mazda Dealer gives you a way of monitoring progress of tire and brake wear. This way there are fewer surprises during ownership.