Bit of an odd one to ask but did anyone manage to get footage or photos? I'm over in Pendle so obviously I wasn't there myself, but I've been following a few similar reports from around the Great Lakes area over the past couple of years and this sounds like it could be connected to some older sightings from that region.
What I'm trying to work out is the formation - were they moving together or independently? That detail tends to separate the interesting cases from the obvious stuff like drones or chinese lanterns. A mate of mine who does UAP research flagged this thread to me and said the movement pattern you described sounds unusual.
Also roughly how long did the display last before they disappeared? Thats the bit that keeps catching my attention with these Lake Michigan reports, they seem to just vanish rather than move off which is a bit different to most conventional explanations.