Armored Mayfly

Yes! I think you've got it exactly right! Nice find by the way. As I said, I've never seen one like this. Probably due to my location. He's really cool though.

http://bugguide.net/node/view/52975/bgpage here's a source!

I don't think it's a stonefly as stoneflies have 2 tails. This looks like a mayfly, but not one I've ever seen before. It's also not in my guides. Upon some research I found a genus of armored mayflies (Baetisca), but it's hard to figure out the exact species. They do seem to be more prevalent in your area according to the map you've provided. Which would also explain why I have never seen one. haha I'd say it's definitely Baetisca, but as far as species it could be laurentina, obesa, or maybe even lacustris. Hope this helps!