Moved from Callibaetis.

a male Callibaetis subimago. I would guess that this is probably part of the early brood of C. ferrugineus ferrugineus, but many Callibaetis IDs can be tricky.

There is no simple answer to the question of what features to shoot in order to identify mayflies to species. The gold standard would probably be a close-up of the terminalia/genitalia of male imagoes, but the level of detail would have to be extremely high in order to get many to species. Most of the descriptions and keys rely on male imagoes for adult identification, although Callibaetis is a curious exception to this. Traditionally, most descriptions of Callibaetis and many subsequent keys used the more distinctive female imagoes as the basis for identification.

Generally, in addition to a clear lateral view (ideally showing the number of tails and forewing venation), a close-up of the hindwing (when present) showing shape and venation can be helpful in taking specimens to family/genus and sometimes to species. For other species, dorsal and/or ventral views of abdominal markings can also be useful.

Ultimately, some species are just easier to recognize than others. For example, most Ephemera can readily be recognized to species level with a basic lateral shot, but some (especially female) baetids or heptageniids simply cannot be taken definitively to species no matter how many views or details are shown. Taxonomists still rely upon rearing, association, or photomicrographs of eggs for some species determinations. There are others where descriptions of some stages are simply not yet known.

sorry I can't help with the id, but that's a wonderful photo :)