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