Three Lights in formation suddenly split directions and disappear.

Three of us, all Care Techs at Mendota Mental Health Institute, were out sailing on Lake Mendota, after our 3-11 shift.  The skipper and I were chatting.  He was at the tiller and I had the job of intermittently shining a flashlight onto the sail to let other vessels know we were out there. 
At 01:00, we noticed we hadn't heard from our third member in a while.  We kidded him, asking if he was asleep, because he was laid back, face to the sky.
He answered with a laugh and said he'd been watching three interesting lights. He pointed them out to us.  They were very high in the sky; if one horizon was three o'clock and the other horizon was nine o'clock, then these lights were now at about 11:30, nearly overhead. He said he'd been watching them for a long time and they hadn't changed formation.  They were arranged in a triangular formation, one light leading the other two, and they were just progressing across the sky.  It was hard to distinguish them from the stars on this clear night, they seemed to be just about that size and brightness.  We thought, at first, it was a plane; but then noted you could see the background stars between them as they went.
The lights finally made it to directly overhead and they stopped.  They just sat in place for about half a minute.  Then, from a complete stop, they shot apart in three directions and out of sight in a brief second.  We had no idea what they were.  No one talked about seeing them the next day.  No coverage in the news media.