How do I modify the brakes on the CX-5? They're too soft and the stopping distance is too long.

You can swap to the CX-8 set without any loss. But it's quite expensive, mainly due to replacing the set of tires.

Brake in advance [I want to be alone]

You don't need to change anything, you'll get used to it.

Switch to Michelin PS4 SUV tires, then replace the brake pads with Ferodo ones, and you're all set.

Changing tires has a greater effect than changing brakes.