The triangular video almost certainly isn't a UFO anymore. 

Some guy investigated it on the ground and there's a simple explanation: skyscrapers that are illuminated. 
The videos capture a somewhat unique moment when clouds pass infront of the triangular shadow.

www.youtube.com/watch?v=KpjyWgjQvmc
(The most important part is at the end of the video.)

I believe I have discovered the gigantic creatures responsible for this shadowy triangle.

No, but seriously, all the recent ufo stuff is very mundane, and if there really were aliens we'd have plenty of cell phone footage of them on non-cloudy days etc. The optimal action to take on our probability of alien visits is no action.

This whole thing is aliens of the gaps. Grainy fuzzy images and videos whose quality has not improved in decades despite manifold advances in optics and imaging, scientific, military and commercial, all across the (EM) spectrum. Yet the "aliens" are good enough to avoid outright detection, yet sloppy enough to show the faint artifacts of their presence. Now, think for a moment what it would mean for "aliens" to be present on earth, to begin with, despite zero signs of them existing anywhere in the Galaxy. The only sensible action is to stop speculating about it and focus on obtaining better data whenever we see something unusual.

What do you mean "we", earthling?