friend Charlie describes these towering swarms as flies or midges rather than mayflies.
swarming was 9-9.30 each evening for three evenings.
Tops of swarms could not be seen.
All swarms were over water.
No interactions present.
Location is River Tyne at Haddington,so I suspect the insect have aquatic larvae.
Period was end of May.
Lat/Lng: 55.9508, -2.7739
OS grid ref: NT517733