Cone shapped, extremely bright white lighted opject moving SE with a contrail

I was driving north on Leslie Canyon road about five miles north of Douglas, AZ which is right on the Mexican border adjacent to Agua Prieta, Sonora, Mexico. Looking to my left or to the west over the mountains I saw an extremely brightly lit cone shaped projectile light heading SE and the cork screw contrail from where it came from was in the NE which would be in the area of Tucson. It had a missile type shape to the front of it although I could not see the shape of missile behind the cone in the front. There was a cone shaped corona emitting from the tip of the object that spread out quite a distance from the "tip" of the object. I don't know how fast it was moving, but it was about the same speed as a jet aircraft as I could easily track it with my phone camera. It was sunset and the light emitted from the object eclipsed the sunset it was so bright. I thought to myself it could be a missile being shot at another object, but I did not see any other objects in the sky it could be aiming for. I presumed it might be a missile shot from Davis-Monthan AFB in Tucson. I was able to take video with my phone, but I was in the middle of the road and needed to pull to the side since a car was coming. I had my hazard lights on, but was concerned it would crash into me so I pulled over. While parking, disconnecting my safety belt and exiting the car, I inadvertently stopped the video. I thought it was still running as I "filmed" it continue to move over the Mexican border at which point the front part of the projectile "blacked out" and there was an object I could still see, but it was blurry and hard to make out. The light from the object's "contrail" was long and could be seen for the next hour or so until the sun went down. I have photos and video of the event.