Strange bright light in the sky flying fast
This sounds kind of like a Foo Fighter. 
There have been various reports of weird glowing orbs following aircraft and zig-zagging around them ever since World War two. In fact both sides assumed they were secret weapons belonging to the other side up until the end of the war.

As to what they actually are exactly, well nobody really knows. The most plausible answer is that these are examples of Ball lightning or some other electrostatic phenomenon. As far as I know, it has never been conclusively replicated in the lab.