Not my usual area at all - I'm more of a haunted buildings type - but my brother-in-law lives out in Arizona and he was ringing me absolutely gobsmacked on Wednesday morning. Said he'd seen something similar, possibly the same thing you're describing.
What I want to know is whether anyone managed to capture actual footage rather than just photos, and whether the formation held a consistent shape throughout or if the individual lights shifted position relative to each other. That second bit matters a lot for ruling out drones or flares. My brother-in-law said the whole thing was silent which is the detail thats stuck with me.
Also what time roughly? He saw his around 11pm local time but wasn't sure exactly. Trying to piece together if multiple people witnessed the same event or if there were separate incidents that night.