UFO Sighting in Winnipeg, Manitoba on September 27th 2015 – i observed 2 individual lights moving around in the sky for approximately 40 mins

I was just walking up to the front of my house with my fiance and good friend. We had just returned from the grocery store. It was relatively clear out and the first light caught my eye as it was moving in an abnormal fashion and the light was fairly bright. When i first noticed the object, I figured it was the local police helicopter making its rounds but then i took a closer look and realized that the lights were moving to quickly and making maneuvers that a helicopter couldn't possible manage. After noticing the first lights my fiance pointed just to the right and a little bit higher then first, a second set of lights appeared out the the sparse clouds which looked identical. Both sets of lights had 4 red lights that were in a diamond shape and seemed to change shape into a rectangle and then back into a diamond. The lights on both light anomalies would be blinking and pulsating red, once in awhile a white light would pulsate in the middle of the 4 red lights then disappear. The white lights would only appear approximately every 30 seconds then disappear. The 4 red lights looked as if they were rotating in clockwise motion as they flew around in the sky and when the stopped the rotations would stop. The first light anomaly was just a bit lower in the sky then the second, maybe by about the length of 3 full size semi trailers long. And the second set of lights were about 100 meters away to the right. The first set of lights were moving slowly from left to right. Once the second set of lights appeared, it quickly moved towards the first set and stopped abruptly just above it. The two sets of lights just hovered briefly then both took a short flight in opposite directions quickly before making a sudden stop then returning in each others direction but crossing ones path. They continued this pattern for about 7 mins before the second set of lights quickly took off the the south east and disappeared. Once the second set of light was gone the original set of lights made it's way south before I lost sight of it for approximately 2 mins in the clouds that had started to form. I seen the lights again not to far from the original location, just a little more south. I observed the lights for a few more minutes, the lights were moving from west to east rather fast in a straight flight path. During the last few minutes, all lights were on (4 red and the middle white) the middle light did not blink at all, it was very bright and the red lights seemed to dim slightly. I lost sight of the lights as it became very overcast and the lights were flying just above the clouds. When I first seen the lights and realized i was looking at a UFO of sorts, I became very excited as I am a sky watcher and am very interested in UFOs and the unknown. My reaction was to keep looking up and pay close attention to everything that was happening, so that i could recall the even in detail. After my fiance and friend witnessed the second set of lights take off, they both entered the house as they were both paranoid to stay outside any longer. Once I finally entered the house, I was surprisingly calm and collected after observing the light anomalies. (this was not the first time i have seen strange things in the skies. I have had 7 other accounts of strange objects and lights that i could not explain over my life time, and most of them have been in the past 5 years)