Micromegas are among the most promising micro pattern gaseous detector (MPGD) technologies for applications in high energy physics (HEP). Micromegas are very versatile. They can be used for precision tracking and trigger, in particle flow sampling calorimetry, as anode planes for RICH detectors or for time projection chambers. Driven mainly by future upgrades of existing experiments at high-luminosity LHC (HL-LHC) and for applications at future accelerators, we started an R&D project to push further this technology for operations under very high particle flow up to rates of tens MHz/cm$^{2}$, three orders of magnitude higher than current applications. The miniaturization of the readout elements and the optimization of the spark protection system, as well as the stability and robustness under operation, are the primary challenges of the project.