Three separate lights made up a triangle which disappeared

My boyfriend and I went to check on the apartment elevator that was malfunctioning (he does maintenance there). He asked if I wanted to check out the rooftop of the building. It has views of both lake Mendota and lake Monona (being on the isthmus) and state Capitol building. We took pictures of the capitol and one video admiring the night time skyline. There was complete cloud cover. Then we both witnessed three individual lights came together to form a triangle which moved congruently before disappearing up into the cloud cover. It happened quickly but we both saw it and were left speechless. The lights appeared high over Lake Monona (so, to the south of the Constellation building).