First fella looks like a waved sphinx and the second is a tiger moth in the genus Spilosoma, probably a Virginian tiger moth. The butterfly is one of the sub-species of the red-spotted admiral, Limenitis arthemis, though idk which one offhand. And finally the last fella is a mayfly, probably a giant mayfly in the genus Hexagenia.

UPDATE: Someone asked about hugging, I do not blame you but the scales are so delicate, they shed easily. Updated to add a close up of its leg, you can see where a scale already fell off...

Waved Sphinx

Two very cute friends! That beetle is absolutely precious. That fella is a blister beetle in the genus Epicauta, and the moth is a waved sphinx :)

Yes, looks like a waved sphinx! Antennae size isn't a good indicator of sex in this species since the males don't have big bushy ones. Very large and beautiful regardless of sex though :)

Hello! Lovely pal. Looks like a waved sphinx, Ceratomia undulosa :)

It's a sphinx moth for sure, and I think probably a waved sphinx, although obviously I'd feel more confident about that if I had the whole moth to ID. Either way, yes it is certainly dead now and likely the body was eaten by a bird or ants or something. Moths don't tend to live long as adults anyway, so there's a good chance it lived its natural life and reproduced, which is what they're meant to do! Then its body went to feed something else, so it wasn't wasted :)