ok here's my 2 cents (Pounds, Euro, Yen, Pesos, name your currency)
It is a bug on the lens. When they say its on the man's car, then it flies away, no, its just moving up the lens. Do you see a change in size? i don't. Now take a look at the movie itself, it has a blueish tint, possibly from the lights on the Cover of the pumps, or a possible Bug Catcher.
a bag would not just sit there for 1/2 hour, then suddenly move at whim. No, this was a creature of some type (we'll never know) at it had the ability to stay in that spot, whereas the slightest breeze would've moved the bag, even for a foot or two.
Now, possibility #2, some kids had a blue LED or Laser of some sort, and we're bored. Its a perfectly logical explanation, especially Laser since it's focus it MUCH small than an LED, and these days it comes in pretty much any color.
Those are my theories. depositing 2 cents.

Ramos