Could you be more specific about the lights? You say there are two lights but then you refer to them as "it". So was it one light or two lights? You say it filled the whole sky. Do you mean from horizon to horizon, the whole sky was blue? If so, how did you identify two different sources? Or were they more like two beams of light? How long did it last? Half a second, three hours? Did any part of it move or was it stationary? How bright were they? Headlight bright? Star bright? Blindingly bright?
Please provide this information for better identification.
Please provide this information for better identification.