I saw an orange light in the sky which changed into flashing lights, what is this?
Your description matches that of a fireball, which are typically large meteors.  As they enter the atmosphere they heat up and glow.  The colour will depend on their speed and composition.  As they get hotter, they often break up into several pieces, which follow the same trajectory.  Much the same effect arise when old satellites or space debris re-enters the atmosphere.