Shooting down a UFO tops killing a BF in my view. The only time I am aware of that an ordinance may have hit a UFO was in WWII, so called battle of Los Angeles when the army was firing at lights in the sky and they didn't know what it was. No noticeable damage.
Something that contradicts the theory of the crafts being an optical illusion is the number of reports of crafts that appear damaged for reasons unknown. That is how the Roswell crash allegedly happened. Others too, witnesses have seen crafts in distress. They land, seem to make repairs and leave.