I have seen a few of these critters, while sitting around in high-country campsites, but never thought to bring any home. In future I'll be on the look-out for them and, if possible, bring back samples for you. Do you prefer them dead or alive?
Here is a question you might be able to answer. Every summer, at our home in Bishop, CA, near Bishop Creek, we experience a nightly appearance of mayflies on our kitchen window, attracted by the light. Now we have very cold nights (below 32F), but still see occasional mayflies that home-in on our kitchen lights. Is it possible for mayfly populations to continue to propagate in the winter?