This one was surprisingly straightforward to identify. The lack of a sclerite at the base of the lateral hump narrows the field quite a bit, and the other options followed fairly obvious characteristics to Clostoeca, which only has one species, Clostoeca disjuncta.
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.
This other word references the same concept: duns.