Intense, stationary light in western sky, then disappears.

As I left to go to the store, I noticed an extremely bright light at 1030 on the western horizon.  At first, I thought it might be Jupiter, but it was in the wrong place and even brighter.  The more I gazed intently, the more it seemed like two very intense lights side by side very high in the sky.  I checked for any movement and found none.  Then, it seemed like a low-intensity red light appeared on it's right side.  I observed carefully once again to determine if it might be an aircraft (helicopter).  The red glow was NOT blinking, but was constant.  It was cold, so I drove west and continued to observe.  I had to turn left, then right again, a manuver that took approximately 15-20 seconds.  Upon returning to a westerly course I resumed my observation, only to discover that the stationary, intense light in the western sky had disappeared completely!   I stopped and got out of my car in disbelief.  It was completely gone.
Witness elects to remain totally anonymous;  provides no contact information.  PD