2 craft disappeared into space

We were at the south east rim of the canyon, Navajo Point is it's name.
I was in total awe of the night sky out there, it is totally amazing, you could easily see "shooting stars" and satellites. There I am alone but not far from the others when I hear a loud, "WHAT THE HELL IS THAT???!!"  I went over to where it came from, we all gathered there in a line, and there they were in the sky.
In the southern sky at about maybe a 50 degree angle were 2 large lights.  A big one following a smaller one.  They appeared as large lights in the sky.  To give an idea of how large they looked, the larger one was like 25 stars put together in size.  They both were bright with a orangish color, the smaller of the 2 had more of a uniform color, whiter.  The larger one had a whiteish center surrounded by an orangish hue.  They moved across the sky from west to east in a slight arc/downward angle. They didn't just move in a line though, the surged and stopped, surged and stopped.  It was very fluid though, the pauses they made were not jerky, the motion was smooth.  
They continued across the sky until the smaller one, the one in front appeared to stop moving while the other continued, but it didn't stop.  It started to get smaller, and fainter until it disappeared straight off into space.  
Then the other did the same.  We all watched it as it got smaller, and smaller, until finally it was gone.  
The entire time I was the only one who spoke, and I repeated the same thing over and over, "What the @#%$ is that??!!, can anyone tell me what the @#%$ that is??!!"  none of us had an answer. 
Now we're not rocket scientists, but we we're not morons either.  We tried to figure out what it could have been, plane, helicopter, weather balloon (lol) and no matter what rational explanation we came up with, there was always a reason why it couldn't have been that.
Date may be approximate.  We have assigned an arbitrary time for an evening sighting.  PD