Unfortunately, yes ... The fact that such phenomena I have observed personally. I have a lot of similar pictures and video recordings. This phenomenon can be observed when launching rockets.
Flying object crashes into the air stream. In this case, the object itself has a high temperature. Air bends around the object and converge back. It turns out the dome. Which is carried by wind can be deformed in different fancy shapes and sizes. A similar effect occurs when a bullet, but we do not see, as the bullet is very small sizes!