I believe (what you refer to as the dun) is actually a male imago of genus Isonychia
I also believe (what you refer to as a Hendrickson), which is a common name often used for Eastern Ephemerella, is probably of genus Drunella.
The next time you photograph a mayfly nymph, I suggest using a pickle jar lid, and filling it with enough water to completely cover the nymph. That way, the body appendages will stand out, as opposed to being all stuck together.