Sky lights? (4)
I believe the answer is:
ufos
'sky lights?' is the definition.
(I've seen this in another clue)
This is all the clue.
(Other definitions for ufos that I've seen before include "Potential alien craft" , "Mysterious objects in sky" , "Unauthorised traffic from outer space?" , "Supposed spaceships" , "Mysterious things" .)