I agree, my first thought would be one of those (should be illegal) tealight balloons/lanterns. Might travel fast in the wind, though there was no wind at ground level last night, the temperature difference between the burning candle and the air temperature could propel it faster? Certainly the candles would burn longer, and in cold would ‘lift higher’
Yes, I seem to be in our ‘local frost pocket ). -7.1° last night, so not as cold as I feared it would get down to. Currently -4.2°