Hi there. Image not up yet as I haven't taken a picture yet. I have been an avid insect enthusiast for a long time. I know about hymenoptera and all the different families of insects. So I can write back in the meantime of searching deeper online and taking a photo.
The insect has a proboscis and a stinger or ovipositer. It is shaped like a mayfly, and I really don't understand why it has one spine on the abdomen in its center. I keep seeing these guys show up, they seem to prefer to run when scared but are definitely capable of flight with their small mosquitoe like clear wings.
Their mouth for sure has a curled proboscis of which doesn't seem capable of biting. Yes, sounds very strang to me as mayflies and other insects like this don't have the proboscus (not as long as this).
The stinger or ovipositer seems capable of stinging. Very hard and pointed up, with a slender body and an abdomin that curves up toward the stinger.
I hypothesize this creature comes out for a limited time during the year to mate and lay eggs, like the mayfly. It is attracted to light and is mostly active in the evening. I've lived in Colorado springs Colorado, United States my whole life and never seen anything like this.