It was common to have a headlight levelling dial for a period, I'd say from the 2000s up to mid-late 2010s. Prior to that most cars only had mechanical adjustments, post that most cars have auto levelling headlights - over a certain brightness this is legally required.

You might find a setting for headlight levelling buried in some car settings still but I don't recall a physical dial for this in cars I've driven from the last 5 years or more.

Note that this might be a country specific thing, particularly re. requirements for auto levelling (this is true in Australia at least).

Screws on the assembly itself. Usually have to readjust after getting new ones.

Most Mazdas I have been in past 2020 have headlights that can have their angle adjusted through the center console touch screen.