The wings look even darker in some of these pictures because the background is black and the wings are unusually translucent. You can see that in one of the pictures where the body easily through the wings. They're really a light, translucent gray, which is still far from the pale tan of the same fly when it was freshly emerged.
Shuck: The shed exoskeleton left over when an insect molts into its next stage or instar. Most often it describes the last nymphal or pupal skin exited during emergence into a winged adult.), while others skated across the water at a medium pace, probably egg-laying.
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Dun: Mayflies have two adult stages. They first emerge from the water as duns (scientifically known as the subimago stage). They then molt into the spinner (imago) stage, in which they mate and die. Sometimes the word "dun" is confusingly used to refer to a brownish gray color in fly tying materials.