I'm assuming the NA8 unit is the same unit as the NA and other Mazdas up to the mid 90s, being this one:
If that's what you have, then yes, the CD player component is a separate piece.
the back of the head unit (the tape/radio half) will have a small round plug hole on the back, this is basically the plug it uses to communicate with any of the accessory units Mazda had available at the time (single CD player, 6cd stacker, graphic equaliser and I believe a minidisc player for Japan)
To use the unit without any of these units Mazda would provide a small jumper plug, but without the proper plug you can also jsut as easily use some wire to jump two pins (essentially it bypasses the plug)
As far as getting USB and Bluetooth into it, there's the cheap and dirty way, and a more complex way.
The complex way is to try to find a usb/bluetooth unit that has the round plug on it ready to go, i've looked in the past, it's unlikely you'll find one. You could probably wire something up if you know enough about electronics and can find a pin diagram for the plug.
The easier way is to buy something like this
https://www.ebay.com.au/itm/ION-Bluetoo ... m570.l1313no idea how well they work, havent used one.
as far as total replacement head units, Nakamichi still make fairly plain looking ones that are apparently fairly good.