I will let others with more background answer you in more detail, but it seems to me that it is extremely unlikely that life would evolve "in space." As far as we know, there needs to be a dense enough admixture of chemicals and proteins for a self-sustaining chemical reaction to take place.
As for life being made of pure energy, that seems very far fetched as we have no reason to believe that energy alone can become anything more than energy. What we call life is a physical process.
As for the "UFO video", I can't view it at work (for some reason, they think YouTube would detract from productive work time...) but the probability of NASA knowing about UFOs and not having that knowledge leak out within the last few decades of space exploration is extremely hard to believe. It is more likely that any weird things in space are merely things behaving in zero gravity, frozen droplets of moisture/gases we brought up there, or cosmic rays impacting the film/digital media.