Incredibly bright flash, small sphere of light in distant sky streaks off

I was out walking my dog, like I do every night at this time, and as I was coming up on the field that we frequent, I noticed an intensely bright flash of light in the sky. It was blue, initially, and it lit up the surrounding area with a dim glow, and almost immediately, it changed to yellow and shot off, leaving the clouds a mixture of purple and red for a while. The whole thing happened in the course of maybe 5 or 6 seconds, but the sky had something of a visual residue for about 20 seconds afterward. The strangest part, however, was that the siren of a nearby police car sounded off, weakly, as though it was activated without receiving enough power, right as this whole situation occurred. And, since your form has a specific option for animal reaction, I feel it's important to note that my dog behaved much more cautiously than he usually does for the rest of our time outside, never leaving my side for more than a few moments.