I think these might be sky divers. Sky divers often wear glowsticks to show where they are to other divers. These seem to be falling at a constant rate and as for why the flash, if its attached on the outside of your right leg and turned left it was fade out and fade back in as you completed your turn.
They are flares. They are common tools for military training and sometimes goofing off. I'm from ohio there are multiple sources for flares to come from. They are typically used to light up an area so night vision isn't necessary.After they are shot up they gently fall and burn out and then more flares are shot up to replace them. They may appear to change directions but its just how they