A midge is a small two-winged fly found all over the world. Its imitations can be fished dry as a cluster of flies or an adult fly.
I think its young form is indeed a larva, which is not a nymph. It's because it doesn't look like an adult.
The critical difference between a midge and a nymph is the midge holds U-shape. It often makes this shape while it lives just below the water surface.