Bit late to this thread but genuinely curious - was it multiple lights or one object doing strange manoeuvres? I ask because I've been looking into a similar report from over the Dee Estuary here in Cheshire a few weeks back and the descriptions keep varying wildly depending on who you ask.
Also what direction were you facing when you saw it? I've noticed a lot of Lake Michigan sightings seem to cluster around the western shoreline which probably means nothing but it keeps nagging at me.
Not dismissing anything, just want to understand the actual geometry of what you saw before jumping to conclusions. Too many of these threads go sideways because nobody nails down the basics first.