Maybe stone flies will be more successful than the mayflies. I tried to find a key for European families of Plecoptera but I don't have found it. This one was photographed yesterday at Bádenas, Teruel, Aragon, NE Spain at 850 meters high, in a point of permanent quiet water very dirty and full of aquatic grasses and hedges (Typha, Scirpus etc), with lime soil and surrounded by cultivated fields. The stone fly sizes about 17 mm long (including wings, not including antennae), and have not cerci. I have the collected expemplar for see the venation or all these characters that you can need for helps me with the identification.
Here are a list of all Iberian Peninsula stoneflies.
Well, looking in a book I see the venation very, very similar to Nemoura. I thinks that family Nemouridae is sure, then. But there are many, many (too many) species... so, it's impossible, only would be identified by distribution maybe...