I'm far from an expert but looks more or less like a garden variety quad-copter. Maybe a somewhat larger one. You guys are really seeing them all over the place? That's the start of a good sci-fi movie. Let's see if we find something out. Is it possible people are just a lot more sensitive to seeing drones that are around anyways?
I mean, drones are pretty cheap, yeah? Why not just join the fun? Buy a drone, follow one of these other ones around, see what happens. Worst case: Some army dude knocks on the door and says to stop it, maybe you gotta pony up to a lawyer. Best case: Your new alien friends have great new schnapps on the intergalactic party-barge.