I had written something a few days ago, with I termed an "outlandish" scenario...
....and then deleted it, for that very reason!
Nonetheless, you seem to be thinking along similar lines, so... it went like this.
Sutton and Taylor were apparently fond of a practical joke, or hoax. What if they planned something spectacular, like, say, dressing a couple of monkeys up as 'little spacemen'. It's not at all clear how many creatures there actually were in our incident.
Where would they get them from...
In addition to a circus show, it seems monkeys were also used as acts in carnivals.
If they could persuade the necessary person to let them 'borrow' a couple of monkeys...
This would presumably require a swift return of same, presumably next day.
Where did Sutton go next morning... straight back to Evansville...
Obviously a number of objections... were there any monkeys at the Evansville carnival, how were they hidden at the farm and especially during the police investigation...
That duly noted, you would only need a couple of appearances, say, at a window, fire off a few shots adding to the deception and... so on...
Then you also have the problem that Sutton Jnr must have been in on any such ruse... although it does seem he was in awe of his older brother and maybe felt compelled to go along with it ..
One alternative to hiding monkeys, would be an accomplice from the carnival, who turned up on cue (our flashing light across the sky just an unexpected bonus!) and the trip to Evansville next morning to recompense... (perhaps the deal being some local moonshine in return...!)
Said it was outlandish!