I'm guessing this one is a mayfly but don't know even the family to look in. It was about 25 mm long. Looks like a photo of an unidentified individual on page p 63 of Roger Farrow's Insects of SE Australia, 2016.
Thanks Kerri-Lee. Certainly looks like that wasp. I'm not good at insects and there are so many species that look superficially similar, so I'm very grateful to have this help with ID.