Worm in the Sky, Skeletal Mystery Remains and Thessaloniki Mystery Sounds

What is the odd, worm-like object seen in the sky in a video Tweeted by a Proof viewer? Did an ROV find the remains of a massive skeleton 2700 ft below the surface of the Mediterranean? Why does a building seen in the distance appear to be shrinking as a family drive closer and closer to it? What is causing the banging noises, described as thunderous and even unearthly, that jolts the residents of Thessaloniki awake every night? Tony Harris and his team of experts dive into these claims to find the truth.