The Powdered Dancer is a damselfly

Damselfly

Damselflies are insects in the order Odonata. Damselflies are similar to dragonflies, but the adults can be distinguished by the fact that the wings of most damselflies are held along, and parallel to, the body when at rest...

 of the family Coenagrionidae

Coenagrionidae

The insect family Coenagrionidae is found in the order Odonata and the suborder Zygoptera. The Zygoptera are the damselflies, which although less known than the dragonflies, are no less common. There are more than 1100 species in this family, making it the largest damselfly family...

.
It may be seen year-round in at least some of its range.

Etymology

The common name refers directly to the male's pruinosity, appearing to be covered with a powdery blue or grayish substance.
Older males are more pruinose, and may even be more ash white than blue.
The scientific name moesta, means sorrowful,
and may refer to customs (such as those on Ash Wednesday

Ash Wednesday

Ash Wednesday, in the calendar of Western Christianity, is the first day of Lent and occurs 46 days before Easter. It is a moveable fast, falling on a different date each year because it is dependent on the date of Easter...

) of dusting oneself with ashes to express sorrow or
mourning.