Although I find Military personnel quite a credible bunch when it comes to reporting unusual things, I also tend to give air to caution.
Military personnel work damn hard, for long hours (for little pay - sorry, just had to throw that in for all the people serving out there......) and many do suffer from, or experience, symptoms relating to sleep deprivation, exhaustion and other psychological disorders.
When we use to do overwatch on Travnik during the B&H war, from our mountain outpost 'Bravo-Mike 6', we use to see strange things in the sky above us which we use to report. May have been Serb or Croat in origin - some sort of weapon firing - we never knew, nor got to find out, unless shells physically dropped in on the town itself. One day, a young Private had a 'mini-breakdown' and chased 'something' on the mountain that just wasn't there. We had to take his weapon off him and monitor him until a MedEvac came for him.....
The brain plays tricks on us sometimes, especially when placed in a stressful situation......