Correct, it is a tight fit, but it does fit.
I've done mine, used anchorman's info from his install.
Make sure you are using the low profile fuse tap. it's snug but it fit in, and the cover fits on just fine. However I also placed some electrical tape over it to hold it in place.
I've done this in my 2016 model (reverse cam and dash cam combo with picture in picture mode) so it doesn't have anything to with the MZD connect screen, and also helped a friend do it in his 2019.
2016 Cx-3, 2.0L petrol, manual transmission. South Africa.