[Source: WVNY Twitter]
The shape of this UFO is not entirely uncommon, a horizontal-oriented diamond is sometimes seen when distant lights are out of focus. For example, in this "UFO" video of a plane, which is just the out-of-focus lights - an effect called "bokeh"
What's unusual here is that the shape is dark and slowly moving. Is this a case of "dark bokeh"? I'd never really thought about such a thing before, but of course, it's quite possible. Like here:
I put a fleck of electrical tape on the window then took photos with different focus settings using a triangular aperture. When focussed up close, we see the familiar bokeh effect in the background. But with the background in focus, the fleck becomes a "dark bokeh".
Interestingly it needs to be underexposed to really show up. This matches the WVNY footage, with a relatively bright sky but everything else black. I also had to back away from the glass a foot or so, which suggests something like a spider on a web. However there's a lot of possible configurations, and it will be camera and situation dependent.
A few more examples of the object in different positions.