That might seem odd to say, but I know you to be a totally rational observer. Years ago, while living in Oregon, I observed things moving in the night sky that had no proper explanation, including a bright light slowing moving against a clear night background of stars and then making a question mark curve into a star and ... gone. OK, ditch the weather balloons, aircraft, and satellites on that one.
One has to demur about the "They took me into their spaceship and inserted probes into my nose or ..." I don't want to describe those sorts of stories further. People can and do hallucinate and, to them, things are real, but one is then left with reports from rational observers that are interesting.