So I completed my first track day in the car and did more or less a shakedown of it. Everything held up extremely well other than the cooling system. During my second session the engine started getting super hot... I mean really hot. I was seeing temps over 260 degrees, so at that point I shut it down and brought it in. Thankfully doesn't appear to be any head gasket damage, so I think I got lucky.
So I have now been addressing that issue. I have ducted the radiator, will be switching to a water/ water wetter mix, and performing a coolant reroute on the miata motor. I regret not doing the coolant reroute before, because I did not leave myself much room to pull it off.
With all that said, the car is very fast. So I'm happy.
Video: This was from the very first session, so disregard the terrible driving. https://youtu.be/-ymMPKPA4HU