No, sawflies are not aquatic.
If you're absolutely sure it was aquatic, there are a number of aquatic wasps. Well, not really aquatic. But parasitic, and lay their eggs within other insects or other insect eggs, many of which are aquatic. Thus, they "dive" in search of hosts. You'd have to search the species, I've no clue.
But while sawflies are a type of wasp, they are not aquatic, and they're the only type I know of that don't have the thin "waste". So perhaps I'm way off base on this one, I dunno.