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Yes, I read about swarms of these flies; (http://www.zin.ru/annrep/2000/16.html)

''Enormous swarms of the fly appear usually near high buildings situated separately in vast parks with permanent grass lawns, in buildings of agricultural stations, in astronomic observatories. Some cases are described, when big swarms of the fly appeared as dark cloud near spires of churches or castles in the 19th century. Inhabitants confused it with smoke and sent for fire-brigade'' :D

and:

''the generic name Thaumatomyia means mysterious, enigmatic, amazing fly (in Greek)''

Thanks again for your explanation

robert,