This paper introduces Mayfly, a federated analytics approach enabling aggregate queries over ephemeral on-device data streams without central persistence of sensitive user data. Mayfly minimizes data via on-device windowing and contribution bounding through SQL-programmability, anonymizes user data via streaming differential privacy (DP), and mandates immediate in-memory cross-device aggregation on the server -- ensuring only privatized aggregates are revealed to data analysts. Deployed for a sustainability use case estimating transportation carbon emissions from private location data, Mayfly computed over 4 million statistics across more than 500 million devices with a per-device, per-week DP $\varepsilon = 2$ while meeting strict data utility requirements. To achieve this, we designed a new DP mechanism for Group-By-Sum workloads leveraging statistical properties of location data, with potential applicability to other domains.