are canadian soldiers and mayflies the same thing
No, Mayflies  are aquatic insects belonging to the order Ephemeroptera.
Mayfly
are aquatic insects belonging to the order Ephemeroptera. 
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Mayfly [SEP] Introduction
Mayflies (also known as shadflies or fishflies in Canada and the upper Midwestern U.S.; also up-winged flies in the United Kingdom) are aquatic insects belonging to the order Ephemeroptera. This order is part of an ancient group of insects termed the Palaeoptera, which also contains dragonflies and damselflies. Over 3,000 species of mayfly are known worldwide, grouped into over 400 genera in 42 families. Mayflies exhibit a number of ancestral traits that were probably present in the first flying insects, such as long tails and wings that do not fold flat over the abdomen. Their immature stages are aquatic fresh water forms (called "naiads" or "nymphs"), whose presence indicates a clean, unpolluted environment.