Yes, they are the largest mayfly. There are some massive hatches of these bugs in the northern midwest.It would be considered unusually large for a winged mayfly, which have a body length range of less than 3 mm to about 37 mm, but not unusually large for a Hexagenia species.
I'm at least half a mile from my water source. Any water source with a muddy bottom can harbor these critters as the nymphs like to burrow into the substrate.I used to have those sit on my screen door in Woodinville so guess what bodies of water they come from ?
Where I currently live I am more than a mile from a river and at least five miles from a lake but I get baetis from a river and callibaetis from a lake in horse troughs. They will fly a long ways from where they hatch.