Answer:
You saw me where I never was and where I could not be. And yet within that very place, my face you often see.
You can only have it once you have given it.
I tremble at each breath of air, and yet can heaviest burdens bear.
What can be underwater, under fire, on fire and taking water all at the same time?
My first is an insect; my second is a border; my whole puts the face in a tuneful disorder.
They are many and one, they wave and they drum, Used to cover a state, they go with you everywhere.