Here is more information, from the Key to Western species of Dasymutilla: THE CALIFORNIA VELVET ANTS OF THE GENUS DASYMUTILLA ASHMEAD (A link to the key is on the info page.)
Keying to species of Dasymutilla (in the western range only): (Hurd 1951)
1. - Male = 2
2. - Second abdominal sternite without any clearly defined median pit filled with hairs = 10
10. - Posterior tibia cylindrical, ventral surface not flattened = 11
11. - Ultimate abdominal tergite without an apical fringe of hairs = 13
13. - Ultimate abdominal sternite with postero-lateral margins rounded, not dentate = 15
15. - Eyes and ocelli greatly enlarged, the eyes removed from posterior margin of head by less than one third their greatest diameter = 16
16. - Wings fuliginous; pubescence of abdominal tergites 3-6 yellowish = megalophthalma
Info about sex relations of the known species, in Table 1:
From page 90, Probable Sex Associations of the Species Known from but one Sex: Females of the species megalophthalma & subhyalina are possibly related to males of arenivaga, arenivaga var. unicolor, nocturna and paranocturna.
Info from the species descriptions:
D. arenivaga was not included in the key, due to the fact that he didn't have enough information on the males at that time; even though the known range for that species includes California and Arizona. However, he did include a short description of the males, in the proposed sub-genus Group Subhyalina, relating them as a possible male representation of the females, described in the sub-genus Group Arenivaga.
From page 108, Subgenus Group Arenivaga: Males unknown, may be represented by the following group-SUBHYALINA.
From page 109, (Non-taxon) Megalophthalma complex, subgenus Group Subhyalina: Males with the eyes and ocelli unusually large; anterior margin of pronotum emarginate medially; first segment of the abdomen nodose; second abdominal sternite without a median pit densely filled with hairs; wings light fuliginous to subhyaline. Possibly the males of the species of the preceding group-ARENIVAGA.

Moved from Dasymutilla.

Based on the ID information that I already posted and a review of my 2nd best choice, Dasymutilla vestita, I'm now confident enough to move him to species level, as a male Dasymutilla arenivaga. Here is a summary and some comparison images:

If you look at these images (below), you can see that the 1st tergite is smooth and shiny. Furthermore, there does not seem to be any large notch or indentation, on the side of it:


Here is another one that looks more like my images, but the size is a bit bigger and there are other slight differences:



On the other hand...
Here are images of a pinned Dasymutilla arenivaga specimens. Note the similarity to a few of my images:
(Arizona)
(California)

Moved from Velvet Ants.

Moved from ID Request.