Brilliant red light in Arizona Sky.

This may be a little too late into your question, but that weekend my family and I were heading back from Las Vegas into Phoenix when we witnessed strange lights. It was probably around 10p.m. before we hit Wikkiup, I think thats how you spell it. Anyways we hit the area where it was pitch black and the stars were brighter than ever.
Our friend and her children were in another vehicle behind us as my husband and our children lead the way. While we were driving,out of no where two bright orange lights lit the sky up, one dropped and the other disappeared. We started freaking out and our children didn't know what to think because the lights were so close to us. Our friend was also in shock as her vehicle almost went off the road. We tried to find our video camea under all of our luggage but had no luck. Seconds later 4 red lights similar to the Phoenix lights came out of the sky, formed a square then a triangle and went over us. They were going the same pace then two separated while the other two went in the opposite direction.
We joked and said they were giving us light show it lasted for about 15min. before they were gone, until once again they lit bright orange and all you could see left of them was the tracer of lights.
I have to admit it scared me, but we couldn't resist but to watch them, my children eversince watch the sky and wonder if they will ever see anything like that again. It made them question a lot too. I thought it would be great to let people know about this stuff, it just sucks that not everyone in their lifetime will have the honors of experiencing such a thing.