Large and very fast, triangle/boomerang shape with a bright white light in middle and blue and red light blinkingI was driving with my boyfriend and our 3 year old son towards Madison. We noticed the first one a few miles ahead. It was very cloudy and very dark and it was below the clouds. There was some very light rain on and off. We thought it was a helicopter at first only seeing a white light and red blinking light. It seemed to be moving kind of slow almost hovering. We stopped to get fuel at Kwik Trip off of I94 at Cottage Grove exit at 9:50. After we left we continued to drive West on Gaston Rd..As we continued to drive West we noticed 2 more and also the one we originally saw. The other two were hovering and more west closer to the Capital and close to HWY 30. The one closest to us that was headed west quickly turned around heading East towards us. That is when we saw how large it was and that it had 3 lights. A large, bright and white light was in the middle. It almost looked like a spot light which made us think it was a helicopter, searching for something. A blinking blue light on its left side and a red blinking red light on its right. It started going faster and had no noise.At this time my son said, "Look at the plane! Look!" As he said this, it started to go straight up towards the sky so the under side was visible. It was clear just how large it was and it was not a plane or helicopter. It had a triangle shape almost like a boomerang. Once its bottom was visible it went faster towards the clouds and disappeared in less than 2 seconds. My son did not see it disappear. My boyfriend and I both did and it no longer was in sight. I have never seen anything that large or that fast. Literally light speed. At this time we looked towards the others and the one near the Capital was no longer there. The one towards HWY 30 now was a small red light at this point and was gone in the blink of an eye. At this point my son asked, "Where did the planes go?" We did not see anything else. At this time it was approx. 10:05pm.