Caenis mayflies live in both lakes and streams. However, I have only encountered them once. It was many years ago at Dry Falls Lake. My fishing partner and I had returned his vehicle. This was at dusk, and we discovered tiny mayflies on the vehicle's vertical surfaces. Within seconds of landing, the dun would start shedding its skin. The process appeared to take less than a minute, following which. the spinner would fly off, often with its shed exoskeleton still partially attached at the tails.
In any event, this was in the very early stages of my entomology self-education, and I wasn't even sure what kind of mayflies they were. However, I collected several in plastic sandwich bag, and was able to identify them after returning home, and being able to view them with adequate lighting and 10x magnification. They are really tiny, only about 3 mm in body length.