Moved from Small Minnow Mayflies.

This is probably a dark female subimago of C. pictus. (See comments here.)

Moved from Mayflies.

Your specimen appears to match this specimen quite well. The small hindwings of Kay's specimen are clearly that of a baetid, so placement in Baetidae seems safe.

The area where the hindwings (if present) would be located on this female subimago is unclear. However, this specimen does not appear to have "normal" hindwings. Despite the indistinct image, the very dark color of this specimen and the interesting abdominal markings might make further identification possible.

This is a mayfly, order Ephemeroptera. See here.