3 chasing and dancing non blinking white lights

Was working outside in Belden, open field near airport looking East. As I was attending to equipment I was looking off to the sky as I do from time to time, sometimes I can catch sighting of a shooting star or satellite. While looking off into the distance I see two bright white lights seem to be on approach as if they we heading to the airport in Tupelo, only problem was they were heading East to West. I thought to myself this could be a plane, but there were no blinking beacons that I could see. The two objects were nearly side by side getting brighter, then they both went vertical in a spiral action eventually converging to one light, and then dissappear heading South. Shortly after seeing this I saw a third light show up just below where the other lights converged, this one heading toward the South and vertical and then fade away, circle back and North, fade back to bright light, fade back to near black seemingly circling where the other lights disappeared. I dropped what I was doing and ran to my coworker on another piece of equipment and asked him to verify what I was witnessing. As my coworker came around the piece of equipment he too saw this light circle up and around fading in and out (Not blinking) as if it were circling around something in the sky. We both were perplexed by this and decided to ask our supervisor if they have witnessed any anomaly in the distance like this in the past. Our supervisor mentioned it could be the Boys from Columbus AFB playing around but did mention that it seemed odd and out of the ordinary for them to use landing lights in mid-air to chase one another.