Moving Orange Circle Formation, Seen over Multiple Blocks - Moving Rapidly and Shape Shifting

My girlfriend and I left the Bay in Pacific Beach, SD, where we were watching fireworks. As we walked back to our Apt. (7-8 blocks away) I noticed multiple lights next to each other. I was sure it was not a planet/star, because it was too bright. It looked like a cluster of balls that formed and would inform. I pointed it out as it drew my attention, but started walking away as I was originally unsure if it was just fireworks or some type of natural phenomenon. As we walked, the object(s) would move ahead of our line of sight, as well as backward. Eventually the lights seemed to follow our direction - seemingly blocks away, but so bright Orange I wasn’t sure. As we approached our home, I saw the lights dip below the buildings. We went down our back alleyway and saw them (it looked like they were 3 blocks away). As I pulled out my iPhone to take a picture, the lights flashed like fireballs and flew out of our sight line. I was able to snap 1 photo before they could no longer be seen.