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The record of Nephrotoma ferruginea in the paper I cited was from eastern Spain, almost 800 km away. I don't have descriptions of all the species from Madeira and I don't know if they could be mistaken for ferruginea. The dark spots on the side of the thorax are unusual in the genus.

I think you can call this ferruginea unless an expert puts it under a microscope and says otherwise.