I have changed the species name and changed 'saw dust' into 'wood frass'.

What makes you think that this Anthrax female is not ovipositing? As in Anthrax anthrax, the larvae are probably parasites of bee larvae which nest in wood borings etc. I agree that there is a lot of material sticking to its butt, but why couldn't it be an undesired side-effect of oviposition?
Anyway, in case this behaviour actually is a way of accumulating material around the egg, it might be a way to protect the egg from being eaten or removed by the actual owner of the hole in which it will be deposited.

Before I read Menno's reflection I was thinking the same thing. How certain is it that this is n?t ovipositoring? Did anyone ever see Bombylids drop their eggs? And if so, are these species ?lso showing this kind of behaviour treated here, or are they only seen dropping the eggs?

I just read this thread last night. The sand chamber referred to in the thread occurs in most of the three big subfamilies of Bombyliidae, the Bombyliinae, the Lomatiinae and the Anthracinae. In all it is reasonably similarly constructed, and the most important sclerite is sternite 8, which is large and has a brush of hairs on the posterior margin.

I have watched females of many species of all these subfamilies in Australia and elsewhere gathering sand. Oviposition behaviour is quite different. The females dont actually land to oviposit, but hover above a suitable hole or site, and flick the abdomen towards the oviposition site. During the flick, a single egg coated in sand is projected as the female bends her abdomen ventrally and forward. The females may lay 10-20 eggs before the sand chamber is empty and must be recharged.

If a female is seen loading sand, follow her once the sand chamber if full. There is no doubt she will be ovipositing within a few tens of metres of the sand gathering location.

There are very few records of bee fly oviposition in the subfamilies withourt a sand chamber, so it would be very interesting to make more observations on these. Genera such as Geron, Phthiria, Toxophora, Systropus come to mind.

I wrote about some of these issues with David Greathead in Biol J Linn Soc 1997 60: 149-185

Cheers

Thanks for this additional information, David.