The first UFO contact it appears to move through it while dislodging some of the material,while doesn't "even phase" the core UFO.
Then the second UFO, the missile appears to blow up itself before even making contact.
Yes you're right, this shouldn't be an "object" or else the missile would have blown up on first contact. But why does it appear to blow up prematurely (or interact at least) with the second one? Maybe it was compromised and disintegrated?
The dark stuff is heat or material? idk - very interesting video. Watch again in 1/4 speed.
If it was just heat, wouldn't it rise ?