Colorful flash of lights out of nowhere

I am a low level government employee and I just made it to work and was about to park my car,  I was waiting for a vehicle to move out of my parking spot, while waiting, there was a short flash of light that at first I ignored and played it off like it was lightening, then about 5 seconds later a bigger flash of light happened and I stuck my head out the window but I couldn't see a source, this one changed colors, blue, green, pink, white, maybe lasted for 5 to 10 seconds and was gone. My delivery driver was behind me so when she came in I asked her if she saw that? And I pointed to the sky and she said yes and told me at first she thought it was lightening also, I needed her to verify that I was not crazy!!! Neither of us can figure out what the source was and I figured I should report it.