One weird looking fly but, per the author, effective for trout on the Madison, so worth a shot. Notional tying sequence.
hook - standard dry #14
thread - Veevus 8/0 tan
shuck - marabou tannish dun
rib - x-small wire gold
body - Ice Dub tan
underwing - Krystal Midge Flash rootbeer
wing - deer hair
hackle - barred cream tips
head - pronghorn
Part 1
Mash barb, start thread, wrap to bend
Strip off some marabou fibers, measure (shank length), tie in
Tie in rib
Dub thread, dub body
Rib body, helicopter end, cover with thread
Tie in KF; trim