These four lights seem to drift independently. This does suggest flares to me; but they might not be miltary flares. In fact they might just be UFO balloons or sky lanterns.
Phoenix seems to be a hot spot for UFO reports, just the sort of place that a release of UFO balloons would cause a bit of a stir. If I lived there I might do it myself.
http://www.apra.org.uk/ufoballoons.htm