Saw a bright orb enter into a thin cloud and not come out.We were driving south from Gull Lake towards Shaunavon, SK, at 6pm yesterday. It was a beautiful sunny evening with several long thin darkish clouds in the sky to our left and right and one long thin lighter grey one at about 5000 feet straight ahead of us.About 2 miles south of Gull Lake, we noticed a brilliantly shining ball flying north to south and go into the cloud that was ahead of us. The orb shone as if made of highly polished aluminum. You couldn't look at it for more than a second at a time or it hurt your eyes. It entered the darkest part of the cloud at the middle of the left side. With the cloud being so thin, we watched for the orb to exit the cloud, but it didn't.We watched that cloud for the entire half hour drive south into Shaunavon. We watched as it slowly dissipated and we were directly under the cloud fragments by the time we reached Shaunavon. Neither of us saw the orb again.