Tiny Baetis mayflies are perhaps the most commonly encountered and imitated by anglers on all American trout streams due to their great abundance, widespread distribution, and trout-friendly emergence habits.
Boy, he takes great photos. My thinking mirrors yours - cuticular ecdysis hasn’t completed, or the old cuticle will not come off. Based on the relative evenness of the tone, I think it rules out a fungal infection.
Cheers, Ethan
How did you get a nickname like "Gonzo"? Are you a Hunter S Thompson fan?